V-Lab: Oki Electric Industry Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Oki Electric Industry Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:51.97% (-4.78%)

Analysis last updated: Sunday, May 19, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7403	6.22
$α$	0.1153	7.90
$β$	0.7996	34.77
$γ_{1}$	-0.0754	-2.13
$γ_{2}$	0.1564	3.14
$γ_{3}$	-0.1821	-6.56
$γ_{4}$	0.1883	7.03
$γ_{5}$	-0.1390	-4.77
$γ_{6}$	0.0412	1.14
$γ_{7}$	0.0452	0.91
$γ_{8}$	-0.0394	-0.43

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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