V-Lab: JTEKT Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

JTEKT Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.10% (-1.12%)

Analysis last updated: Friday, May 17, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1841	8.72
$α$	0.0795	9.66
$β$	0.8999	90.65
$γ_{1}$	0.0009	1.36

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

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Volatility Forecasts