V-Lab: Amada Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Amada Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.67% (+0.77%)

Analysis last updated: Friday, May 10, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0726	17.65
$β$	0.6840	61.34
$γ$	0.1056	15.76
$λ_{1}$	0.0509	2.86
$λ_{2}$	0.0525	4.74
$λ_{3}$	0.9387	73.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts