V-Lab: Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.83% (+1.50%)

Analysis last updated: Sunday, April 21, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4563	6.32
$α$	0.0540	6.66
$β$	0.9053	63.66
$γ_{1}$	0.0029	0.10
$γ_{2}$	0.0847	1.91
$γ_{3}$	-0.1879	-6.06
$γ_{4}$	0.1597	5.47
$γ_{5}$	-0.0798	-2.20
$γ_{6}$	0.0183	0.36
$γ_{7}$	-0.0021	-0.05
$γ_{8}$	0.0138	0.54

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

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Volatility Forecasts