V-Lab: Nisshin Steel Co Ltd APARCH Volatility Analysis

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V-Lab

Nisshin Steel Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 26th, 2018:33.91% (+3.33%)

Analysis last updated: Tuesday, December 25, 2018 at 06:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0195	9.26
$α$	0.0512	15.40
$β$	0.9488	332.09
$γ$	0.0207	0.38
$δ$	0.5470	5.54

Estimation Period:
Oct 1, 2012 to Dec 21, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts