V-Lab: Tosoh Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tosoh Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.91% (-0.35%)

Analysis last updated: Friday, May 3, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8584	3.73
$α$	0.0792	6.84
$β$	0.8482	38.99
$γ_{1}$	-0.0642	-0.81
$γ_{2}$	0.2051	1.74
$γ_{3}$	-0.2065	-2.87
$γ_{4}$	0.0158	0.29
$γ_{5}$	0.1573	3.33
$γ_{6}$	-0.1982	-4.07
$γ_{7}$	0.1432	2.84
$γ_{8}$	-0.0881	-1.82
$γ_{9}$	0.0293	0.67
$γ_{10}$	0.0317	1.07

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

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Volatility Forecasts

Volatility Forecasts