V-Lab: Nissui Corp Spline-GARCH Volatility Analysis

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V-Lab

Nissui Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:20.72% (-1.30%)

Analysis last updated: Sunday, May 19, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3155	6.08
$α$	0.1221	7.08
$β$	0.7519	22.90
$γ_{1}$	-0.0416	-0.82
$γ_{2}$	0.1564	2.04
$γ_{3}$	-0.2589	-4.79
$γ_{4}$	0.2142	4.69
$γ_{5}$	-0.0294	-0.67
$γ_{6}$	-0.1422	-2.66
$γ_{7}$	0.2345	3.82
$γ_{8}$	-0.2582	-4.02
$γ_{9}$	0.2024	3.19
$γ_{10}$	-0.1622	-1.84

Estimation Period:
Jan 3, 1990 to May 17, 2024

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