V-Lab: Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.57% (-0.46%)

Analysis last updated: Friday, May 3, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2603	7.39
$α$	0.0828	7.75
$β$	0.8582	50.28
$γ_{1}$	0.0085	0.32
$γ_{2}$	0.0635	1.65
$γ_{3}$	-0.1506	-5.50
$γ_{4}$	0.1179	4.38
$γ_{5}$	-0.0622	-2.10
$γ_{6}$	0.0602	1.86
$γ_{7}$	-0.0747	-2.55
$γ_{8}$	0.0511	2.35

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts