V-Lab: Mitsui OSK Lines Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mitsui OSK Lines Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.65% (-0.80%)

Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3691	6.66
$α$	0.0828	10.29
$β$	0.8840	82.78
$γ_{1}$	0.0712	2.27
$γ_{2}$	-0.0578	-1.22
$γ_{3}$	-0.0705	-2.05
$γ_{4}$	0.1076	3.40
$γ_{5}$	-0.0792	-2.48
$γ_{6}$	0.0251	0.67
$γ_{7}$	0.0722	1.47
$γ_{8}$	-0.2320	-2.85

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts