V-Lab: Panasonic Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Panasonic Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.15% (-0.48%)

Analysis last updated: Thursday, May 9, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9188	5.45
$α$	0.0593	5.86
$β$	0.9104	54.64
$γ_{1}$	-0.0721	-1.92
$γ_{2}$	0.1662	3.11
$γ_{3}$	-0.1929	-5.33
$γ_{4}$	0.1691	4.56
$γ_{5}$	-0.0893	-2.33
$γ_{6}$	-0.0108	-0.23
$γ_{7}$	0.0784	1.48
$γ_{8}$	-0.1162	-1.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts