V-Lab
V-Lab

Nikon Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:33.98% (-0.61%)

Analysis last updated: Thursday, March 28, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nikon Corp S0GARCH
paramt-stat
ω1.29255.22
α0.05506.40
β0.900248.05
γ10.04411.25
γ20.00440.09
γ3-0.1453-5.02
γ40.17286.71
γ5-0.1110-3.30
γ60.02860.58
γ70.03680.69
γ8-0.0451-1.22
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts