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

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V-Lab

Osaka Gas Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.38% (-1.76%)

Analysis last updated: Sunday, April 21, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5525	5.14
$α$	0.1206	7.28
$β$	0.7925	28.48
$γ_{1}$	-0.0735	-1.48
$γ_{2}$	0.2201	3.20
$γ_{3}$	-0.3448	-8.69
$γ_{4}$	0.3691	10.38
$γ_{5}$	-0.2594	-6.31
$γ_{6}$	0.1335	2.91
$γ_{7}$	-0.0632	-1.48
$γ_{8}$	0.0196	0.54
$γ_{9}$	0.0321	0.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts