V-Lab: MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.31% (-1.33%)

Analysis last updated: Thursday, May 2, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1615	5.25
$α$	0.1016	8.64
$β$	0.8396	42.36
$γ_{1}$	-0.0588	-1.89
$γ_{2}$	0.1476	3.43
$γ_{3}$	-0.1695	-6.36
$γ_{4}$	0.1410	5.24
$γ_{5}$	-0.0968	-2.86
$γ_{6}$	0.0531	1.35
$γ_{7}$	-0.0380	-1.11
$γ_{8}$	0.0365	1.62

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts