V-Lab
NSK Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:25.76% (+0.17%)
Analysis last updated: Sunday, April 28, 2024 at 12:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1380 | 7.64 | |
| 0.0777 | 9.63 | |
| 0.9094 | 106.59 | |
| 0.0003 | 0.36 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024