V-Lab: Nichirei Corp Spline-GARCH Volatility Analysis

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V-Lab

Nichirei Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.05% (-0.48%)

Analysis last updated: Wednesday, May 1, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3772	5.89
$α$	0.1196	5.04
$β$	0.7998	22.63
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.1344	1.38
$γ_{3}$	-0.2675	-4.11
$γ_{4}$	0.1184	2.34
$γ_{5}$	0.1179	2.59
$γ_{6}$	-0.2009	-4.32
$γ_{7}$	0.1975	3.98
$γ_{8}$	-0.1756	-3.50
$γ_{9}$	0.1077	1.70
$γ_{10}$	-0.0871	-0.67

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

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