V-Lab: Nippon Soda Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Soda Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.14% (-0.43%)

Analysis last updated: Sunday, April 28, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1613	7.41
$α$	0.0843	7.59
$β$	0.8410	36.31
$γ_{1}$	-0.0371	-1.33
$γ_{2}$	0.0885	2.16
$γ_{3}$	-0.1025	-3.36
$γ_{4}$	0.1080	3.24
$γ_{5}$	-0.1238	-3.72
$γ_{6}$	0.1192	3.75
$γ_{7}$	-0.0943	-3.46
$γ_{8}$	0.0672	3.43

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

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Volatility Forecasts