V-Lab: Toray Industries Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Toray Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.71% (-1.29%)

Analysis last updated: Sunday, May 5, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0202	11.19
$α$	0.1144	10.88
$β$	0.8488	70.19
$γ_{1}$	-0.0000	-0.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts