V-Lab: Taiyo Yuden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taiyo Yuden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.05% (-0.47%)

Analysis last updated: Thursday, May 2, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1368	7.18
$α$	0.0465	6.78
$β$	0.9287	79.13
$γ_{1}$	-0.0031	-0.10
$γ_{2}$	0.0857	1.79
$γ_{3}$	-0.1982	-5.62
$γ_{4}$	0.2016	6.08
$γ_{5}$	-0.1250	-3.56
$γ_{6}$	0.0510	1.25
$γ_{7}$	-0.0301	-0.72
$γ_{8}$	0.0336	1.20

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts