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

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V-Lab

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

Volatility Prediction for Thursday, April 18th, 2024:20.72% (-1.19%)

Analysis last updated: Thursday, April 18, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2101	7.67
$α$	0.1295	6.65
$β$	0.7416	20.93
$γ_{1}$	-0.0200	-0.75
$γ_{2}$	0.0772	1.99
$γ_{3}$	-0.1071	-4.09
$γ_{4}$	0.0944	3.79
$γ_{5}$	-0.0933	-2.99
$γ_{6}$	0.0759	1.99
$γ_{7}$	-0.0573	-1.85
$γ_{8}$	0.0561	2.92

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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