V-Lab
NH Investment & Securities Co Ltd/Old AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2014:34.09% (-1.21%)
Analysis last updated: Friday, December 19, 2014 at 09:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 12.84 | |
| 0.0810 | 31.82 | |
| 0.9215 | 391.95 | |
| -0.0958 | -1.15 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2014
Jan 3, 1990 to Dec 19, 2014
News Impact Curve
Volatility Forecasts
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