V-Lab: Tokai Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tokai Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.33% (-0.49%)

Analysis last updated: Sunday, May 5, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2236	7.83
$α$	0.0872	8.27
$β$	0.8772	68.43
$γ_{1}$	-0.0031	-0.09
$γ_{2}$	0.0398	0.79
$γ_{3}$	-0.1086	-3.16
$γ_{4}$	0.1604	4.86
$γ_{5}$	-0.1678	-4.65
$γ_{6}$	0.1580	4.11
$γ_{7}$	-0.1541	-3.54
$γ_{8}$	0.1092	3.00

Estimation Period:
Jan 4, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts