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

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V-Lab

Nisshinbo Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.55% (-0.15%)

Analysis last updated: Sunday, April 21, 2024 at 02:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0857	7.63
$α$	0.0967	7.50
$β$	0.8133	32.28
$γ_{1}$	-0.0343	-0.78
$γ_{2}$	0.1295	1.92
$γ_{3}$	-0.1753	-3.72
$γ_{4}$	0.0480	1.18
$γ_{5}$	0.1418	3.07
$γ_{6}$	-0.2106	-4.05
$γ_{7}$	0.1646	3.20
$γ_{8}$	-0.0712	-1.42
$γ_{9}$	-0.0516	-0.84
$γ_{10}$	0.1091	0.83

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

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Volatility Forecasts

Volatility Forecasts