V-Lab: NEC Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.11% (-0.17%)

Analysis last updated: Sunday, April 21, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9709	6.20
$α$	0.0900	5.74
$β$	0.8370	31.98
$γ_{1}$	-0.0500	-1.06
$γ_{2}$	0.0950	1.39
$γ_{3}$	-0.0033	-0.07
$γ_{4}$	-0.1775	-4.05
$γ_{5}$	0.2745	5.65
$γ_{6}$	-0.2328	-3.50
$γ_{7}$	0.1489	1.71
$γ_{8}$	-0.1201	-1.24
$γ_{9}$	0.1444	1.96
$γ_{10}$	-0.1127	-2.84

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

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