V-Lab: Tokyo Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tokyo Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:57.86% (-3.44%)

Analysis last updated: Sunday, April 28, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6627	9.71
$α$	0.1016	8.60
$β$	0.8590	47.00
$γ_{1}$	0.0059	5.25
$γ_{2}$	-0.0071	-4.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts