V-Lab: Nisshinbo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nisshinbo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.30% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 02:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1758	8.16
$α$	0.0967	7.57
$β$	0.8129	31.95
$γ_{1}$	0.0005	0.01
$γ_{2}$	0.0768	1.14
$γ_{3}$	-0.1459	-3.11
$γ_{4}$	0.0323	0.80
$γ_{5}$	0.1440	3.12
$γ_{6}$	-0.2032	-3.89
$γ_{7}$	0.1549	2.93
$γ_{8}$	-0.0650	-1.24
$γ_{9}$	-0.0518	-0.95
$γ_{10}$	0.1007	2.06

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

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