V-Lab: Meidensha Corp Spline-GARCH Volatility Analysis

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V-Lab

Meidensha Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.38% (-2.34%)

Analysis last updated: Saturday, May 11, 2024 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0760	5.93
$α$	0.1133	7.07
$β$	0.8154	35.74
$γ_{1}$	-0.0797	-1.42
$γ_{2}$	0.1982	2.54
$γ_{3}$	-0.1851	-3.79
$γ_{4}$	0.0003	0.01
$γ_{5}$	0.2024	3.66
$γ_{6}$	-0.2699	-4.86
$γ_{7}$	0.2190	4.15
$γ_{8}$	-0.1132	-2.23
$γ_{9}$	0.0334	0.63
$γ_{10}$	-0.0312	-0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts