V-Lab: Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.97% (-2.89%)

Analysis last updated: Sunday, April 28, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3795	6.86
$α$	0.1346	7.14
$β$	0.7796	28.99
$γ_{1}$	-0.0804	-1.97
$γ_{2}$	0.1893	3.17
$γ_{3}$	-0.2252	-5.51
$γ_{4}$	0.2143	5.31
$γ_{5}$	-0.1654	-4.14
$γ_{6}$	0.1285	3.59
$γ_{7}$	-0.1053	-2.98
$γ_{8}$	0.0791	2.52
$γ_{9}$	-0.0554	-2.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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