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

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V-Lab

Toho Co Ltd/Tokyo Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.23% (-1.81%)

Analysis last updated: Sunday, April 28, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0358	6.41
$α$	0.1379	8.83
$β$	0.7715	31.81
$γ_{1}$	-0.1172	-2.11
$γ_{2}$	0.1852	2.23
$γ_{3}$	-0.0958	-1.74
$γ_{4}$	-0.0088	-0.20
$γ_{5}$	0.1385	3.36
$γ_{6}$	-0.2368	-5.14
$γ_{7}$	0.2647	5.09
$γ_{8}$	-0.2045	-3.92
$γ_{9}$	0.1109	1.96
$γ_{10}$	-0.1117	-0.91

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

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