V-Lab
V-Lab

Nisshinbo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:21.11% (+0.16%)

Analysis last updated: Thursday, March 28, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nisshinbo Holdings Inc S0GARCH
paramt-stat
ω1.16047.95
α0.09687.60
β0.815032.64
γ1-0.0002-0.00
γ20.07611.11
γ3-0.1423-3.00
γ40.02630.64
γ50.15123.23
γ6-0.2088-3.96
γ70.15823.05
γ8-0.0667-1.32
γ9-0.0519-0.95
γ100.10172.03
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts