V-Lab: Yamato Holdings Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.16% (-0.74%)

Analysis last updated: Tuesday, April 30, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0962	23.81
$α$	0.0565	16.83
$β$	0.8964	318.11
$γ$	0.0399	6.41

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts