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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:30.31% (+6.26%)

Analysis last updated: Sunday, April 21, 2024 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2237	7.72
$α$	0.1285	6.67
$β$	0.7449	21.38
$γ_{1}$	-0.0178	-0.67
$γ_{2}$	0.0737	1.90
$γ_{3}$	-0.1051	-4.02
$γ_{4}$	0.0930	3.75
$γ_{5}$	-0.0922	-2.96
$γ_{6}$	0.0749	1.96
$γ_{7}$	-0.0559	-1.80
$γ_{8}$	0.0546	2.85

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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