V-Lab: TOPPAN Holdings Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TOPPAN Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.10% (-0.63%)

Analysis last updated: Saturday, May 11, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9075	9.61
$α$	0.0851	7.09
$β$	0.8713	53.08
$γ_{1}$	-0.0037	-2.54
$γ_{2}$	0.0073	2.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts