V-Lab: Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.34% (-0.91%)

Analysis last updated: Friday, May 3, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2477	5.69
$α$	0.0855	8.83
$β$	0.8773	64.51
$γ_{1}$	-0.0514	-1.10
$γ_{2}$	0.1984	3.04
$γ_{3}$	-0.2952	-6.49
$γ_{4}$	0.1961	3.91
$γ_{5}$	-0.0205	-0.40
$γ_{6}$	-0.0491	-1.02
$γ_{7}$	0.0356	0.80
$γ_{8}$	-0.0469	-1.18
$γ_{9}$	0.0554	1.98

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

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Volatility Forecasts