V-Lab: Furukawa Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Furukawa Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.76% (-1.40%)

Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1402	6.65
$α$	0.1086	8.82
$β$	0.8409	48.59
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0735	1.38
$γ_{3}$	-0.1730	-5.45
$γ_{4}$	0.1621	5.60
$γ_{5}$	-0.1035	-3.31
$γ_{6}$	0.0892	2.40
$γ_{7}$	-0.0974	-2.23
$γ_{8}$	0.0767	2.32

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts