V-Lab: Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.51% (-0.88%)

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
$ω$	1.3790	6.05
$α$	0.0868	7.66
$β$	0.8613	52.34
$γ_{1}$	-0.1080	-2.20
$γ_{2}$	0.2923	3.73
$γ_{3}$	-0.2703	-4.18
$γ_{4}$	0.0419	0.74
$γ_{5}$	0.1618	3.41
$γ_{6}$	-0.2719	-5.56
$γ_{7}$	0.2841	4.51
$γ_{8}$	-0.2195	-3.26
$γ_{9}$	0.1554	2.53
$γ_{10}$	-0.0909	-1.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts