V-Lab: Lock&Lock Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lock&Lock Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:71.79% (-0.14%)

Analysis last updated: Thursday, May 9, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3235	6.23
$α$	0.0901	4.09
$β$	0.7140	8.77
$γ_{1}$	0.5382	1.75
$γ_{2}$	-0.8268	-1.68
$γ_{3}$	0.4981	1.10
$γ_{4}$	-0.4907	-1.13
$γ_{5}$	0.6313	1.62
$γ_{6}$	-0.6447	-1.02
$γ_{7}$	0.4118	0.56
$γ_{8}$	-0.1587	-0.31
$γ_{9}$	-0.1675	-0.41
$γ_{10}$	1.7599	3.66

Estimation Period:
Jan 28, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts