V-Lab: GS Yuasa Corp MF2-GARCH Volatility Analysis

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V-Lab

GS Yuasa Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:34.06% (-0.60%)

Analysis last updated: Saturday, May 11, 2024 at 04:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0756	17.77
$β$	0.7453	58.71
$γ$	0.0593	7.90
$λ_{1}$	0.1221	1.51
$λ_{2}$	0.0529	2.26
$λ_{3}$	0.9282	26.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts