V-Lab
V-Lab
Nichirei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.06% (-0.59%)

Analysis last updated: Sunday, April 21, 2024 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp GJR-GARCH
paramt-stat
ω0.097517.04
α0.056324.40
β0.8824253.91
γ0.08289.03
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts