V-Lab
Yokohama Rubber Co Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.66% (-2.31%)
Analysis last updated: Sunday, May 19, 2024 at 01:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2413 | 3.56 | |
| 0.1129 | 9.76 | |
| 0.8273 | 48.21 | |
| -0.0642 | -0.81 | |
| 0.2210 | 2.06 | |
| -0.2867 | -4.98 | |
| 0.1319 | 2.54 | |
| 0.0914 | 1.98 | |
| -0.1964 | -4.05 | |
| 0.1721 | 3.02 | |
| -0.1223 | -2.20 | |
| 0.1142 | 2.19 | |
| -0.1508 | -1.98 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
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