V-Lab: Nichirei Corp AGARCH Volatility Analysis

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V-Lab

Nichirei Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.11% (+1.32%)

Analysis last updated: Thursday, April 18, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0879	17.35
$α$	0.1046	31.91
$β$	0.8709	258.19
$γ$	0.4886	16.86

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

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Volatility Forecasts