V-Lab: Takashimaya Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Takashimaya Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.51% (-0.83%)

Analysis last updated: Sunday, April 28, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1888	9.06
$α$	0.0715	8.25
$β$	0.9093	81.97
$γ_{1}$	0.0005	0.63

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts