V-Lab: Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.70% (+0.09%)

Analysis last updated: Sunday, April 21, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1173	5.52
$α$	0.1019	9.63
$β$	0.8563	58.86
$γ_{1}$	-0.0051	-0.13
$γ_{2}$	0.0546	0.94
$γ_{3}$	-0.1584	-4.20
$γ_{4}$	0.2354	7.16
$γ_{5}$	-0.2152	-6.02
$γ_{6}$	0.1035	2.57
$γ_{7}$	0.0396	1.16
$γ_{8}$	-0.0920	-4.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts