V-Lab: Nisshinbo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nisshinbo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.76% (-0.23%)

Analysis last updated: Sunday, April 28, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1753	8.15
$α$	0.0966	7.57
$β$	0.8129	31.94
$γ_{1}$	0.0007	0.02
$γ_{2}$	0.0763	1.14
$γ_{3}$	-0.1456	-3.10
$γ_{4}$	0.0321	0.79
$γ_{5}$	0.1441	3.12
$γ_{6}$	-0.2033	-3.89
$γ_{7}$	0.1548	2.93
$γ_{8}$	-0.0648	-1.23
$γ_{9}$	-0.0523	-0.96
$γ_{10}$	0.1010	2.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts