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

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V-Lab

Osaka Gas Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.68% (-1.06%)

Analysis last updated: Thursday, May 9, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5541	5.16
$α$	0.1210	7.28
$β$	0.7911	28.27
$γ_{1}$	-0.0723	-1.46
$γ_{2}$	0.2182	3.18
$γ_{3}$	-0.3438	-8.71
$γ_{4}$	0.3695	10.47
$γ_{5}$	-0.2613	-6.41
$γ_{6}$	0.1357	2.97
$γ_{7}$	-0.0647	-1.53
$γ_{8}$	0.0201	0.55
$γ_{9}$	0.0346	0.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts