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

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V-Lab

Daikin Industries Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:26.94% (-0.75%)

Analysis last updated: Thursday, May 9, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1505	6.90
$α$	0.0887	7.36
$β$	0.8570	42.81
$γ_{1}$	0.0046	0.15
$γ_{2}$	0.0457	0.99
$γ_{3}$	-0.1353	-4.40
$γ_{4}$	0.1564	5.19
$γ_{5}$	-0.1082	-3.56
$γ_{6}$	0.0329	1.15
$γ_{7}$	0.0369	1.24
$γ_{8}$	-0.0597	-1.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts