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

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V-Lab

Nippon Electric Glass Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.68% (+6.80%)

Analysis last updated: Sunday, April 21, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1890	7.78
$α$	0.1362	6.42
$β$	0.7236	18.92
$γ_{1}$	-0.0283	-1.10
$γ_{2}$	0.0909	2.42
$γ_{3}$	-0.1172	-4.58
$γ_{4}$	0.1025	4.22
$γ_{5}$	-0.0978	-3.21
$γ_{6}$	0.0741	1.96
$γ_{7}$	-0.0441	-1.28
$γ_{8}$	0.0156	0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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