V-Lab: Osaka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Osaka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.53% (-1.88%)

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
$ω$	1.6337	5.36
$α$	0.1210	7.29
$β$	0.7893	27.96
$γ_{1}$	-0.0530	-1.08
$γ_{2}$	0.1874	2.75
$γ_{3}$	-0.3224	-8.17
$γ_{4}$	0.3505	9.93
$γ_{5}$	-0.2450	-6.04
$γ_{6}$	0.1255	2.78
$γ_{7}$	-0.0648	-1.55
$γ_{8}$	0.0378	1.08
$γ_{9}$	-0.0260	-0.93

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

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Volatility Forecasts

Volatility Forecasts