V-Lab: Olympus Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Olympus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.33% (-1.69%)

Analysis last updated: Saturday, May 4, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9518	8.05
$α$	0.1160	8.49
$β$	0.8089	36.23
$γ_{1}$	-0.0282	-1.03
$γ_{2}$	0.0992	2.25
$γ_{3}$	-0.1631	-4.42
$γ_{4}$	0.1683	5.35
$γ_{5}$	-0.1142	-3.93
$γ_{6}$	0.0321	1.05
$γ_{7}$	0.0279	1.11
$γ_{8}$	-0.0312	-1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts