V-Lab: Seven & i Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seven & i Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.34% (-0.82%)

Analysis last updated: Sunday, April 28, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3497	4.82
$α$	0.0974	8.68
$β$	0.8649	64.52
$γ_{1}$	0.0373	0.98
$γ_{2}$	0.0476	0.85
$γ_{3}$	-0.2147	-4.79
$γ_{4}$	0.2110	4.61
$γ_{5}$	-0.1171	-2.81
$γ_{6}$	0.0503	1.27
$γ_{7}$	-0.0009	-0.03
$γ_{8}$	-0.0265	-1.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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