V-Lab: Toho Co Ltd/Tokyo Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Toho Co Ltd/Tokyo Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:17.98% (+0.03%)

Analysis last updated: Saturday, May 11, 2024 at 04:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0367	6.44
$α$	0.1386	8.85
$β$	0.7696	31.67
$γ_{1}$	-0.1171	-2.12
$γ_{2}$	0.1853	2.24
$γ_{3}$	-0.0961	-1.75
$γ_{4}$	-0.0084	-0.19
$γ_{5}$	0.1383	3.37
$γ_{6}$	-0.2370	-5.17
$γ_{7}$	0.2651	5.12
$γ_{8}$	-0.2051	-3.95
$γ_{9}$	0.1121	1.99
$γ_{10}$	-0.1159	-0.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts