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V-Lab

Yokohama Rubber Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:28.17% (-1.39%)

Analysis last updated: Tuesday, April 30, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yokohama Rubber Co Ltd/The S0GARCH
paramt-stat
ω1.78475.64
α0.108410.16
β0.851760.83
γ10.11315.48
γ2-0.1736-5.72
γ30.09485.15
γ4-0.0541-3.45
γ50.02971.85
γ6-0.0119-0.98
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts