V-Lab: Tokuyama Corp Spline-GARCH Volatility Analysis

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V-Lab

Tokuyama Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.10% (-1.75%)

Analysis last updated: Friday, May 17, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8126	5.35
$α$	0.1178	8.31
$β$	0.8125	42.04
$γ_{1}$	-0.0848	-1.94
$γ_{2}$	0.1833	2.84
$γ_{3}$	-0.2001	-4.32
$γ_{4}$	0.1809	4.24
$γ_{5}$	-0.1349	-3.35
$γ_{6}$	0.1032	2.34
$γ_{7}$	-0.0866	-1.56
$γ_{8}$	0.0095	0.17
$γ_{9}$	0.0900	1.17

Estimation Period:
Jan 4, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts