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

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V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.59% (+2.75%)

Analysis last updated: Sunday, April 21, 2024 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1532	5.49
$α$	0.1146	6.00
$β$	0.8114	30.96
$γ_{1}$	-0.0534	-0.77
$γ_{2}$	0.1008	0.91
$γ_{3}$	-0.0704	-0.88
$γ_{4}$	-0.0392	-0.67
$γ_{5}$	0.1897	3.64
$γ_{6}$	-0.2448	-4.10
$γ_{7}$	0.2088	3.46
$γ_{8}$	-0.1511	-2.57
$γ_{9}$	0.0850	1.48
$γ_{10}$	-0.0296	-0.74

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

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Volatility Forecasts

Volatility Forecasts