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

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V-Lab

Hino Motors Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:34.56% (-1.25%)

Analysis last updated: Saturday, May 11, 2024 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8699	4.42
$α$	0.1131	8.19
$β$	0.7968	31.15
$γ_{1}$	-0.0978	-1.44
$γ_{2}$	0.2150	2.29
$γ_{3}$	-0.2105	-3.49
$γ_{4}$	0.0385	0.71
$γ_{5}$	0.2173	4.90
$γ_{6}$	-0.2997	-7.14
$γ_{7}$	0.2042	4.73
$γ_{8}$	-0.1123	-2.39
$γ_{9}$	0.1204	2.41
$γ_{10}$	-0.1414	-1.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts