V-Lab: Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.72% (-0.77%)

Analysis last updated: Tuesday, April 30, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2597	7.39
$α$	0.0828	7.75
$β$	0.8581	50.25
$γ_{1}$	0.0082	0.31
$γ_{2}$	0.0640	1.66
$γ_{3}$	-0.1510	-5.50
$γ_{4}$	0.1181	4.39
$γ_{5}$	-0.0626	-2.12
$γ_{6}$	0.0608	1.88
$γ_{7}$	-0.0748	-2.57
$γ_{8}$	0.0507	2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts