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

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V-Lab

Chiyoda Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.55% (-1.38%)

Analysis last updated: Friday, May 3, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0808	8.07
$α$	0.1255	8.49
$β$	0.7953	35.90
$γ_{1}$	0.0074	0.16
$γ_{2}$	0.1024	1.42
$γ_{3}$	-0.1754	-3.39
$γ_{4}$	-0.0286	-0.53
$γ_{5}$	0.2391	4.25
$γ_{6}$	-0.2579	-4.62
$γ_{7}$	0.1575	2.73
$γ_{8}$	0.0130	0.23
$γ_{9}$	-0.1523	-2.50
$γ_{10}$	0.1375	2.86

Estimation Period:
Jan 3, 1990 to May 2, 2024

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