V-Lab: Nissui Corp Spline-GARCH Volatility Analysis

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V-Lab

Nissui Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.76% (-1.74%)

Analysis last updated: Sunday, April 21, 2024 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3137	6.09
$α$	0.1217	7.02
$β$	0.7516	22.74
$γ_{1}$	-0.0421	-0.83
$γ_{2}$	0.1574	2.04
$γ_{3}$	-0.2592	-4.78
$γ_{4}$	0.2112	4.63
$γ_{5}$	-0.0229	-0.52
$γ_{6}$	-0.1503	-2.78
$γ_{7}$	0.2419	3.93
$γ_{8}$	-0.2625	-4.10
$γ_{9}$	0.2024	3.21
$γ_{10}$	-0.1529	-1.66

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

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