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

V-Lab

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V-Lab

Shin Young Wacoal Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:8.01% (-0.62%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8072	4.55
$α$	0.2178	10.56
$β$	0.6850	26.46
$γ_{1}$	0.0294	0.41
$γ_{2}$	-0.0124	-0.12
$γ_{3}$	-0.1345	-2.02
$γ_{4}$	0.2161	3.24
$γ_{5}$	-0.1234	-1.67
$γ_{6}$	-0.0791	-1.11
$γ_{7}$	0.3137	5.08
$γ_{8}$	-0.3849	-5.43
$γ_{9}$	0.3241	2.75
$γ_{10}$	-0.4870	-2.40

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts