V-Lab: Hino Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hino Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.05% (-2.07%)

Analysis last updated: Friday, May 3, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9348	4.81
$α$	0.1131	8.18
$β$	0.7989	31.89
$γ_{1}$	-0.0639	-0.97
$γ_{2}$	0.1628	1.77
$γ_{3}$	-0.1815	-2.93
$γ_{4}$	0.0245	0.44
$γ_{5}$	0.2173	4.84
$γ_{6}$	-0.2893	-6.84
$γ_{7}$	0.1894	4.31
$γ_{8}$	-0.0959	-1.94
$γ_{9}$	0.0991	1.77
$γ_{10}$	-0.1005	-2.05

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

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Volatility Forecasts

Volatility Forecasts