V-Lab: Nippon Paper Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Paper Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.45% (+0.31%)

Analysis last updated: Thursday, April 18, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4012	8.15
$α$	0.0790	2.23
$β$	0.5939	4.30
$γ_{1}$	0.9842	4.66
$γ_{2}$	-1.3969	-4.31
$γ_{3}$	0.6296	2.64
$γ_{4}$	-0.0364	-0.15
$γ_{5}$	-0.5793	-2.54
$γ_{6}$	0.8264	3.19
$γ_{7}$	-0.6369	-2.63

Estimation Period:
Apr 1, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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