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 Tuesday, April 30th, 2024:32.32% (-0.22%)

Analysis last updated: Tuesday, April 30, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4021	8.20
$α$	0.0787	2.24
$β$	0.5939	4.29
$γ_{1}$	0.9788	4.71
$γ_{2}$	-1.3951	-4.38
$γ_{3}$	0.6447	2.75
$γ_{4}$	-0.0645	-0.27
$γ_{5}$	-0.5503	-2.42
$γ_{6}$	0.8075	3.14
$γ_{7}$	-0.6304	-2.61

Estimation Period:
Apr 1, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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