V-Lab: Tosoh Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Tosoh Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:38.93% (-2.31%)

Analysis last updated: Saturday, May 18, 2024 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8105	3.63
$α$	0.0762	6.78
$β$	0.8582	41.58
$γ_{1}$	-0.0893	-1.12
$γ_{2}$	0.2494	2.13
$γ_{3}$	-0.2396	-3.33
$γ_{4}$	0.0356	0.64
$γ_{5}$	0.1521	3.14
$γ_{6}$	-0.2048	-4.11
$γ_{7}$	0.1575	3.02
$γ_{8}$	-0.1077	-2.11
$γ_{9}$	0.0590	1.15
$γ_{10}$	-0.0369	-0.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts