V-Lab: Tokyo Dome Corp MF2-GARCH Volatility Analysis

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V-Lab

Tokyo Dome Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 23rd, 2021:11.82% (0.00%)

Analysis last updated: Thursday, April 22, 2021 at 10:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0879	20.78
$β$	0.7523	101.18
$γ$	0.0675	12.30
$λ_{1}$	1.0787	4.00
$λ_{2}$	0.8148	16.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 16, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts