V-Lab: Toho Co Ltd/Tokyo MF2-GARCH Volatility Analysis

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V-Lab

Toho Co Ltd/Tokyo MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.42% (-2.75%)

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
$m$	21
$α$	0.1068	23.77
$β$	0.6624	57.17
$γ$	0.1081	13.33
$λ_{1}$	0.0310	3.60
$λ_{2}$	0.0334	5.80
$λ_{3}$	0.9579	126.24

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

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