V-Lab: Heiwa Real Estate Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Heiwa Real Estate Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:73.89% (+46.11%)

Analysis last updated: Thursday, May 2, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0701	25.72
$β$	0.8118	142.22
$γ$	0.0849	17.98
$λ_{1}$	0.1648	3.01
$λ_{2}$	0.1191	2.82
$λ_{3}$	0.8495	15.96

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts