V-Lab: Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.38% (-0.67%)

Analysis last updated: Friday, May 3, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9000	7.31
$α$	0.0670	6.97
$β$	0.8875	55.10
$γ_{1}$	-0.0373	-1.39
$γ_{2}$	0.1067	2.66
$γ_{3}$	-0.1611	-4.61
$γ_{4}$	0.1713	4.22
$γ_{5}$	-0.1242	-3.44
$γ_{6}$	0.0443	1.38
$γ_{7}$	0.0181	0.50
$γ_{8}$	-0.0244	-0.77

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts