V-Lab: Shin Young Wacoal Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Young Wacoal Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.15% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9100	4.13
$α$	0.2314	8.90
$β$	0.6955	30.17
$γ_{1}$	0.0343	0.44
$γ_{2}$	-0.0170	-0.16
$γ_{3}$	-0.1333	-1.83
$γ_{4}$	0.2140	3.00
$γ_{5}$	-0.1247	-1.59
$γ_{6}$	-0.0716	-0.94
$γ_{7}$	0.2865	4.38
$γ_{8}$	-0.3078	-4.69
$γ_{9}$	0.1422	1.89
$γ_{10}$	-0.0166	-0.28

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts