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

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V-Lab

Osaka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.80% (-0.83%)

Analysis last updated: Thursday, May 2, 2024 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5099	5.09
$α$	0.1238	7.33
$β$	0.7805	26.85
$γ_{1}$	-0.0711	-1.43
$γ_{2}$	0.2112	3.08
$γ_{3}$	-0.3302	-8.47
$γ_{4}$	0.3535	10.20
$γ_{5}$	-0.2470	-6.24
$γ_{6}$	0.1275	2.91
$γ_{7}$	-0.0662	-1.63
$γ_{8}$	0.0384	1.13
$γ_{9}$	-0.0263	-0.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts