V-Lab: Ajinomoto Co Inc MF2-GARCH Volatility Analysis

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V-Lab

Ajinomoto Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:27.53% (+6.03%)

Analysis last updated: Friday, May 10, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1106	16.89
$β$	0.4780	32.58
$γ$	0.1335	12.06
$λ_{1}$	0.0164	1.38
$λ_{2}$	0.0191	2.74
$λ_{3}$	0.9758	103.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts