V-Lab: Hanshin Machinery Co GJR-GARCH Volatility Analysis

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V-Lab

Hanshin Machinery Co GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:45.41% (-1.19%)

Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1590	17.71
$α$	0.0835	16.79
$β$	0.9178	344.64
$γ$	-0.0193	-2.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts