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V-Lab

Nisshin Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 26th, 2018:35.22% (+4.81%)

Analysis last updated: Tuesday, December 25, 2018 at 06:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nisshin Steel Co Ltd S0GARCH
paramt-stat
ω1.14814.35
α0.03881.57
β0.83517.94
γ1-2.0911-1.43
γ22.94691.48
γ3-0.9578-0.80
γ4-0.0967-0.08
γ5-1.0428-0.79
γ64.33263.16
γ7-5.2596-4.46
γ82.69643.68
Estimation Period:
Oct 1, 2012 to Dec 21, 2018
Impact of return on volatility tomorrow
Volatility Forecasts