V-Lab
Maruha Nichiro Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 27th, 2014:19.29% (+2.31%)
Analysis last updated: Friday, April 29, 2016 at 05:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7060 | 6.48 | |
| 0.1405 | 6.60 | |
| 0.7994 | 34.10 | |
| 0.0515 | 3.26 | |
| -0.0750 | -2.99 | |
| 0.0375 | 1.86 | |
| -0.0442 | -1.72 |
Estimation Period:
Jan 3, 1990 to Mar 26, 2014
Jan 3, 1990 to Mar 26, 2014
News Impact Curve
Volatility Forecasts
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