V-Lab
V-Lab

GS Yuasa Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.02% (+1.26%)

Analysis last updated: Sunday, April 21, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GS Yuasa Corp S0GARCH
paramt-stat
ω1.34665.25
α0.10618.39
β0.809234.06
γ1-0.0270-0.58
γ20.15412.17
γ3-0.2419-3.57
γ40.15572.01
γ5-0.0481-0.72
γ6-0.0073-0.14
γ70.02180.52
γ80.02400.54
γ9-0.0529-1.30
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts