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

V-Lab

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V-Lab

Nippon Sheet Glass Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.09% (+0.87%)

Analysis last updated: Sunday, April 21, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8061	7.51
$α$	0.1125	8.70
$β$	0.8226	44.29
$γ_{1}$	0.0040	0.13
$γ_{2}$	0.0633	1.32
$γ_{3}$	-0.1888	-5.80
$γ_{4}$	0.2170	7.69
$γ_{5}$	-0.1337	-3.84
$γ_{6}$	0.0308	0.65
$γ_{7}$	0.0335	0.74
$γ_{8}$	-0.0401	-1.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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