V-Lab
V-Lab

Maruha Nichiro Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 27th, 2014:21.29% (+2.13%)

Analysis last updated: Friday, January 29, 2016 at 03:17 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Maruha Nichiro Holdings Inc S0GARCH
paramt-stat
ω1.37934.53
α0.14506.71
β0.777029.81
γ1-0.0632-0.56
γ20.13720.87
γ3-0.0043-0.05
γ4-0.2597-3.06
γ50.35184.18
γ6-0.2373-2.32
γ70.10090.90
γ8-0.0675-0.76
γ90.08061.32
Estimation Period:
Jan 3, 1990 to Mar 26, 2014
Impact of return on volatility tomorrow
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