V-Lab: Furukawa Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Furukawa Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:30.34% (-1.19%)

Analysis last updated: Sunday, May 19, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9601	6.07
$α$	0.0906	7.27
$β$	0.8546	40.41
$γ_{1}$	-0.0314	-0.58
$γ_{2}$	0.1095	1.36
$γ_{3}$	-0.0997	-1.60
$γ_{4}$	-0.0506	-0.71
$γ_{5}$	0.1317	1.97
$γ_{6}$	-0.0595	-0.93
$γ_{7}$	-0.0469	-0.65
$γ_{8}$	0.1137	1.71
$γ_{9}$	-0.1854	-2.40
$γ_{10}$	0.3243	2.59

Estimation Period:
Jan 3, 1990 to May 17, 2024

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