V-Lab: IHI Corp MF2-GARCH Volatility Analysis

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V-Lab

IHI Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:46.90% (-1.39%)

Analysis last updated: Saturday, May 18, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0839	21.86
$β$	0.7586	60.16
$γ$	0.0800	12.60
$λ_{1}$	0.1850	3.49
$λ_{2}$	0.0573	2.89
$λ_{3}$	0.9169	34.19

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts