V-Lab: Nissan Motor Co Ltd EGARCH Volatility Analysis

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V-Lab

Nissan Motor Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:31.37% (-1.11%)

Analysis last updated: Sunday, April 14, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0314	14.16
$α$	0.1583	43.49
$β$	0.9833	1224.49
$γ$	-0.0556	-15.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts