V-Lab: Nippon Steel Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nippon Steel Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.54% (-1.07%)

Analysis last updated: Sunday, April 28, 2024 at 01:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0568	20.47
$β$	0.8348	91.82
$γ$	0.0732	12.80
$λ_{1}$	0.0267	5.79
$λ_{2}$	0.0195	4.31
$λ_{3}$	0.9746	187.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts