V-Lab: Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.19% (-0.83%)

Analysis last updated: Sunday, April 21, 2024 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3772	5.79
$α$	0.1201	5.12
$β$	0.8012	23.19
$γ_{1}$	0.0067	0.11
$γ_{2}$	0.1193	1.21
$γ_{3}$	-0.2517	-3.83
$γ_{4}$	0.1081	2.10
$γ_{5}$	0.1176	2.56
$γ_{6}$	-0.1904	-4.05
$γ_{7}$	0.1803	3.60
$γ_{8}$	-0.1509	-2.99
$γ_{9}$	0.0670	1.29
$γ_{10}$	0.0036	0.09

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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