V-Lab: Yaskawa Electric Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Yaskawa Electric Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.04% (+1.27%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0307	15.16
$β$	0.8785	140.88
$γ$	0.0719	16.48
$λ_{1}$	0.0494	3.75
$λ_{2}$	0.0339	3.43
$λ_{3}$	0.9590	81.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts