V-Lab: Sharp Corp/Japan Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sharp Corp/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.64% (-1.70%)

Analysis last updated: Sunday, May 19, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1827	8.47
$α$	0.0840	7.62
$β$	0.8833	61.23
$γ_{1}$	0.0578	5.07
$γ_{2}$	-0.1001	-5.24
$γ_{3}$	0.0885	5.66
$γ_{4}$	-0.0855	-5.07
$γ_{5}$	0.0639	2.55

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

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Volatility Forecasts

Volatility Forecasts