V-Lab: Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.47% (-1.09%)

Analysis last updated: Sunday, May 5, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1621	6.91
$α$	0.0886	7.36
$β$	0.8577	43.09
$γ_{1}$	0.0092	0.29
$γ_{2}$	0.0372	0.80
$γ_{3}$	-0.1274	-4.13
$γ_{4}$	0.1490	4.93
$γ_{5}$	-0.1026	-3.37
$γ_{6}$	0.0308	1.08
$γ_{7}$	0.0333	1.18
$γ_{8}$	-0.0449	-1.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts