V-Lab: Nikon Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nikon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.46% (-0.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2995	5.23
$α$	0.0550	6.44
$β$	0.9008	48.56
$γ_{1}$	0.0451	1.28
$γ_{2}$	0.0025	0.05
$γ_{3}$	-0.1440	-4.98
$γ_{4}$	0.1727	6.72
$γ_{5}$	-0.1123	-3.37
$γ_{6}$	0.0312	0.64
$γ_{7}$	0.0334	0.63
$γ_{8}$	-0.0421	-1.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts