V-Lab: Toho Zinc Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Toho Zinc Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:82.58% (+26.83%)

Analysis last updated: Friday, May 17, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0690	17.67
$β$	0.8412	127.29
$γ$	0.0764	10.19
$λ_{1}$	5.7491	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3869	0.02

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts