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

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V-Lab

GS Yuasa Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.34% (-0.24%)

Analysis last updated: Saturday, May 11, 2024 at 04:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2738	4.58
$α$	0.1057	8.28
$β$	0.8126	37.70
$γ_{1}$	-0.0982	-1.44
$γ_{2}$	0.2795	2.58
$γ_{3}$	-0.2910	-2.98
$γ_{4}$	0.0981	1.08
$γ_{5}$	0.0619	0.71
$γ_{6}$	-0.1005	-1.14
$γ_{7}$	0.0571	0.78
$γ_{8}$	0.0201	0.33
$γ_{9}$	-0.0413	-0.65
$γ_{10}$	0.0935	0.61

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

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