V-Lab: Takara Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Takara Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:17.83% (-0.78%)

Analysis last updated: Tuesday, April 30, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0572	6.43
$α$	0.1389	6.26
$β$	0.7698	25.77
$γ_{1}$	-0.0438	-0.74
$γ_{2}$	0.1183	1.35
$γ_{3}$	-0.1344	-2.50
$γ_{4}$	0.0289	0.59
$γ_{5}$	0.0962	1.59
$γ_{6}$	-0.0924	-1.50
$γ_{7}$	0.0306	0.54
$γ_{8}$	0.0335	0.60
$γ_{9}$	-0.1181	-1.99
$γ_{10}$	0.1281	2.76

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

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