V-Lab
Nisshin Steel Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 26th, 2018:34.62% (+7.07%)
Analysis last updated: Monday, March 1, 2021 at 06:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 8.74 | |
| 0.0532 | 17.13 | |
| 0.9418 | 333.60 |
Estimation Period:
Oct 1, 2012 to Dec 21, 2018
Oct 1, 2012 to Dec 21, 2018
News Impact Curve
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