V-Lab: Ajinomoto Co Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ajinomoto Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.60% (+1.58%)

Analysis last updated: Wednesday, May 1, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6320	4.35
$α$	0.1724	6.28
$β$	0.5390	10.46
$γ_{1}$	-0.0097	-0.20
$γ_{2}$	0.1003	1.49
$γ_{3}$	-0.1929	-4.52
$γ_{4}$	0.1228	3.01
$γ_{5}$	0.0757	1.58
$γ_{6}$	-0.2286	-5.07
$γ_{7}$	0.2461	6.13
$γ_{8}$	-0.1855	-4.38
$γ_{9}$	0.1078	2.26
$γ_{10}$	-0.0488	-1.36

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

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