V-Lab: Alps Alpine Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Alps Alpine Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:33.45% (-0.70%)

Analysis last updated: Saturday, May 11, 2024 at 04:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0379	14.86
$β$	0.8366	91.74
$γ$	0.0783	15.02
$λ_{1}$	0.0877	2.31
$λ_{2}$	0.0271	2.06
$λ_{3}$	0.9600	55.98

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts