V-Lab: Konica Minolta Inc MF2-GARCH Volatility Analysis

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V-Lab

Konica Minolta Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:28.48% (-1.05%)

Analysis last updated: Thursday, May 9, 2024 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0528	18.45
$β$	0.8000	120.15
$γ$	0.0939	19.16
$λ_{1}$	0.0753	3.58
$λ_{2}$	0.0369	3.86
$λ_{3}$	0.9497	74.19

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts