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

V-Lab

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V-Lab

Secom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.35% (-0.43%)

Analysis last updated: Sunday, April 28, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4982	6.75
$α$	0.1239	10.28
$β$	0.8051	47.46
$γ_{1}$	0.0403	1.50
$γ_{2}$	0.0430	1.10
$γ_{3}$	-0.1981	-6.77
$γ_{4}$	0.1713	6.00
$γ_{5}$	-0.0721	-2.56
$γ_{6}$	0.0157	0.55
$γ_{7}$	0.0164	0.62
$γ_{8}$	-0.0253	-1.17

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

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Volatility Forecasts