V-Lab: MINEBEA MITSUMI Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

MINEBEA MITSUMI Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.06% (-0.80%)

Analysis last updated: Tuesday, May 7, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1786	16.38
$α$	0.0430	14.95
$β$	0.8910	290.32
$γ$	0.0824	10.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts