V-Lab: Hokuetsu Corp MF2-GARCH Volatility Analysis

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V-Lab

Hokuetsu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:65.84% (+1.05%)

Analysis last updated: Saturday, May 11, 2024 at 05:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1456	17.41
$β$	0.6179	42.70
$γ$	0.0628	4.78
$λ_{1}$	0.0449	3.45
$λ_{2}$	0.0431	4.42
$λ_{3}$	0.9489	83.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts