V-Lab: Chiyoda Corp Spline-GARCH Volatility Analysis

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V-Lab

Chiyoda Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:61.69% (-5.03%)

Analysis last updated: Friday, May 17, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0696	7.97
$α$	0.1216	8.38
$β$	0.8041	37.23
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.1134	1.55
$γ_{3}$	-0.1781	-3.38
$γ_{4}$	-0.0350	-0.65
$γ_{5}$	0.2528	4.47
$γ_{6}$	-0.2731	-4.85
$γ_{7}$	0.1689	2.82
$γ_{8}$	0.0087	0.13
$γ_{9}$	-0.1596	-1.71
$γ_{10}$	0.1917	0.99

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts