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 Wednesday, April 17th, 2024:25.46% (+2.54%)

Analysis last updated: Thursday, April 18, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3184	5.76
$α$	0.1213	7.17
$β$	0.7610	24.39
$γ_{1}$	-0.0225	-0.42
$γ_{2}$	0.1207	1.52
$γ_{3}$	-0.2280	-4.13
$γ_{4}$	0.1891	4.03
$γ_{5}$	-0.0131	-0.29
$γ_{6}$	-0.1483	-2.67
$γ_{7}$	0.2310	3.66
$γ_{8}$	-0.2420	-3.73
$γ_{9}$	0.1612	2.75
$γ_{10}$	-0.0502	-1.38

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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