V-Lab: Yokogawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Yokogawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.39% (-0.99%)

Analysis last updated: Sunday, April 28, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0910	5.57
$α$	0.0964	7.54
$β$	0.7920	27.59
$γ_{1}$	-0.0195	-0.37
$γ_{2}$	0.0636	0.82
$γ_{3}$	-0.0607	-1.26
$γ_{4}$	-0.0486	-1.27
$γ_{5}$	0.1956	5.50
$γ_{6}$	-0.2601	-5.95
$γ_{7}$	0.2048	4.03
$γ_{8}$	-0.1054	-2.33
$γ_{9}$	0.0371	0.86
$γ_{10}$	-0.0016	-0.04

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts