V-Lab: Tosoh Corp MF2-GARCH Volatility Analysis

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V-Lab

Tosoh Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:49.55% (-3.16%)

Analysis last updated: Saturday, May 18, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0493	13.23
$β$	0.8386	163.16
$γ$	0.0768	15.20
$λ_{1}$	0.0205	2.56
$λ_{2}$	0.0330	4.79
$λ_{3}$	0.9637	116.85

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts