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

V-Lab

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V-Lab

Tokai Carbon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:34.49% (-1.50%)

Analysis last updated: Sunday, May 19, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1718	7.62
$α$	0.0863	8.21
$β$	0.8776	68.26
$γ_{1}$	-0.0149	-0.47
$γ_{2}$	0.0580	1.17
$γ_{3}$	-0.1191	-3.51
$γ_{4}$	0.1680	5.14
$γ_{5}$	-0.1754	-4.80
$γ_{6}$	0.1671	3.91
$γ_{7}$	-0.1678	-2.89
$γ_{8}$	0.1466	1.68

Estimation Period:
Jan 4, 1990 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts