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

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V-Lab

Nippon Soda Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.29% (+0.91%)

Analysis last updated: Sunday, April 21, 2024 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1840	7.63
$α$	0.0835	7.59
$β$	0.8412	35.89
$γ_{1}$	-0.0394	-1.44
$γ_{2}$	0.0953	2.36
$γ_{3}$	-0.1113	-3.66
$γ_{4}$	0.1153	3.47
$γ_{5}$	-0.1270	-3.83
$γ_{6}$	0.1139	3.56
$γ_{7}$	-0.0716	-2.20
$γ_{8}$	0.0011	0.02

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

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Volatility Forecasts

Volatility Forecasts