V-Lab: Toho Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Toho Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.16% (-1.54%)

Analysis last updated: Sunday, May 5, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9847	10.78
$α$	0.1049	9.31
$β$	0.8448	43.78
$γ_{1}$	-0.0001	-0.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts