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

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V-Lab

Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.23% (-0.49%)

Analysis last updated: Saturday, April 20, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4497	6.31
$α$	0.0541	6.68
$β$	0.9048	63.61
$γ_{1}$	0.0020	0.07
$γ_{2}$	0.0860	1.94
$γ_{3}$	-0.1885	-6.09
$γ_{4}$	0.1600	5.49
$γ_{5}$	-0.0801	-2.21
$γ_{6}$	0.0185	0.37
$γ_{7}$	-0.0023	-0.05
$γ_{8}$	0.0140	0.54

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

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Volatility Forecasts

Volatility Forecasts