V-Lab: OKUMA Corp MF2-GARCH Volatility Analysis

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V-Lab

OKUMA Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.28% (-0.52%)

Analysis last updated: Thursday, May 9, 2024 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0390	13.14
$β$	0.8941	283.30
$γ$	0.0678	16.12
$λ_{1}$	0.0001	0.12
$λ_{2}$	0.0064	12.57
$λ_{3}$	0.9935	1615.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts