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

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V-Lab

Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:19.31% (-0.44%)

Analysis last updated: Wednesday, May 1, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3875	5.87
$α$	0.1197	5.10
$β$	0.8013	23.09
$γ_{1}$	0.0053	0.08
$γ_{2}$	0.1235	1.26
$γ_{3}$	-0.2572	-3.91
$γ_{4}$	0.1131	2.20
$γ_{5}$	0.1129	2.45
$γ_{6}$	-0.1855	-3.94
$γ_{7}$	0.1754	3.49
$γ_{8}$	-0.1463	-2.89
$γ_{9}$	0.0629	1.22
$γ_{10}$	0.0063	0.16

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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