V-Lab: Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.20% (-1.21%)

Analysis last updated: Sunday, May 5, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3274	6.83
$α$	0.0703	7.24
$β$	0.8896	58.52
$γ_{1}$	-0.0201	-0.59
$γ_{2}$	0.0962	1.86
$γ_{3}$	-0.1518	-4.31
$γ_{4}$	0.1260	4.32
$γ_{5}$	-0.0837	-2.70
$γ_{6}$	0.0808	2.05
$γ_{7}$	-0.1200	-2.72
$γ_{8}$	0.1124	3.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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