V-Lab: Yamato Holdings Co Ltd EGARCH Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:22.55% (-0.25%)

Analysis last updated: Wednesday, May 1, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0410	21.13
$α$	0.1587	33.85
$β$	0.9708	772.33
$γ$	-0.0257	-6.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts