V-Lab
Nippon Express Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 24th, 2021:34.73% (-1.46%)
Analysis last updated: Monday, November 22, 2021 at 11:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 15.97 | |
| 0.1642 | 39.46 | |
| 0.9655 | 578.51 | |
| -0.0422 | -9.73 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2021
Jan 3, 1990 to Nov 22, 2021
News Impact Curve
Volatility Forecasts
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