V-Lab: Nippon Sheet Glass Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Sheet Glass Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:32.15% (+0.14%)

Analysis last updated: Wednesday, May 1, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7978	7.56
$α$	0.1126	8.56
$β$	0.8204	43.19
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0716	1.52
$γ_{3}$	-0.1956	-6.12
$γ_{4}$	0.2226	8.01
$γ_{5}$	-0.1366	-3.96
$γ_{6}$	0.0272	0.57
$γ_{7}$	0.0516	1.02
$γ_{8}$	-0.0960	-1.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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