V-Lab: Mitsui E&S Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsui E&S Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:57.78% (-0.21%)

Analysis last updated: Friday, May 3, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0413	7.36
$α$	0.0992	7.63
$β$	0.8469	47.20
$γ_{1}$	-0.0002	-0.00
$γ_{2}$	0.1082	1.30
$γ_{3}$	-0.1912	-2.52
$γ_{4}$	0.0552	0.66
$γ_{5}$	0.0692	1.01
$γ_{6}$	-0.0605	-1.04
$γ_{7}$	0.0087	0.13
$γ_{8}$	0.1014	1.16
$γ_{9}$	-0.1855	-1.61
$γ_{10}$	0.1218	1.33

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

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