V-Lab: Ricoh Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ricoh Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:43.51% (+17.24%)

Analysis last updated: Thursday, May 9, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0709	25.79
$β$	0.7906	103.76
$γ$	0.0507	10.32
$λ_{1}$	0.0550	2.19
$λ_{2}$	0.0336	2.70
$λ_{3}$	0.9545	54.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts