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

V-Lab

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V-Lab

Alps Alpine Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.11% (-0.73%)

Analysis last updated: Tuesday, May 7, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8763	7.24
$α$	0.0677	6.99
$β$	0.8853	55.35
$γ_{1}$	-0.0476	-1.78
$γ_{2}$	0.1235	3.10
$γ_{3}$	-0.1726	-4.98
$γ_{4}$	0.1795	4.45
$γ_{5}$	-0.1287	-3.58
$γ_{6}$	0.0431	1.33
$γ_{7}$	0.0296	0.67
$γ_{8}$	-0.0582	-0.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts