V-Lab: Ebara Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ebara Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.47% (-0.71%)

Analysis last updated: Sunday, April 28, 2024 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1739	7.10
$α$	0.0891	8.71
$β$	0.8472	47.80
$γ_{1}$	-0.0297	-1.00
$γ_{2}$	0.1400	3.10
$γ_{3}$	-0.2179	-5.80
$γ_{4}$	0.1966	5.41
$γ_{5}$	-0.1671	-5.30
$γ_{6}$	0.1074	3.29
$γ_{7}$	-0.0218	-0.63
$γ_{8}$	-0.0136	-0.49

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

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Volatility Forecasts

Volatility Forecasts