V-Lab: Marubeni Corp MF2-GARCH Volatility Analysis

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V-Lab

Marubeni Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.68% (-1.18%)

Analysis last updated: Tuesday, May 7, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0548	18.75
$β$	0.7876	157.21
$γ$	0.1243	27.95
$λ_{1}$	0.0611	3.63
$λ_{2}$	0.1054	4.20
$λ_{3}$	0.8837	30.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts