V-Lab: Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.11% (-0.50%)

Analysis last updated: Sunday, May 5, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3154	5.74
$α$	0.1225	7.24
$β$	0.7600	24.51
$γ_{1}$	-0.0258	-0.49
$γ_{2}$	0.1263	1.60
$γ_{3}$	-0.2348	-4.29
$γ_{4}$	0.1993	4.28
$γ_{5}$	-0.0236	-0.53
$γ_{6}$	-0.1413	-2.57
$γ_{7}$	0.2291	3.66
$γ_{8}$	-0.2440	-3.79
$γ_{9}$	0.1631	2.80
$γ_{10}$	-0.0495	-1.36

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

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Volatility Forecasts

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