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

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V-Lab

Nippon Soda Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.77% (+0.79%)

Analysis last updated: Sunday, April 21, 2024 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2335	7.77
$α$	0.0830	7.60
$β$	0.8447	37.40
$γ_{1}$	-0.0273	-0.99
$γ_{2}$	0.0760	1.87
$γ_{3}$	-0.0987	-3.22
$γ_{4}$	0.1067	3.18
$γ_{5}$	-0.1241	-3.70
$γ_{6}$	0.1198	3.73
$γ_{7}$	-0.0938	-3.40
$γ_{8}$	0.0659	3.32

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

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Volatility Forecasts

Volatility Forecasts