V-Lab: Nitto Boseki Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Nitto Boseki Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:48.39% (-2.52%)

Analysis last updated: Sunday, May 5, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0421	9.06
$β$	0.7513	77.59
$γ$	0.1225	18.98
$λ_{1}$	2.5904	0.26
$λ_{2}$	0.6690	0.26
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts