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

V-Lab

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V-Lab

Oji Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:20.60% (-0.87%)

Analysis last updated: Sunday, May 19, 2024 at 01:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2343	5.70
$α$	0.0858	8.82
$β$	0.8760	63.88
$γ_{1}$	-0.0585	-1.28
$γ_{2}$	0.2125	3.31
$γ_{3}$	-0.3109	-6.99
$γ_{4}$	0.2134	4.33
$γ_{5}$	-0.0351	-0.70
$γ_{6}$	-0.0399	-0.84
$γ_{7}$	0.0288	0.65
$γ_{8}$	-0.0339	-0.79
$γ_{9}$	0.0155	0.22

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts