V-Lab: NEC Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.44% (+0.02%)

Analysis last updated: Sunday, April 28, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9520	6.17
$α$	0.0880	5.63
$β$	0.8367	31.28
$γ_{1}$	-0.0535	-1.14
$γ_{2}$	0.0995	1.48
$γ_{3}$	-0.0052	-0.11
$γ_{4}$	-0.1756	-4.07
$γ_{5}$	0.2726	5.70
$γ_{6}$	-0.2309	-3.53
$γ_{7}$	0.1465	1.72
$γ_{8}$	-0.1162	-1.22
$γ_{9}$	0.1391	1.92
$γ_{10}$	-0.1082	-2.78

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

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Volatility Forecasts

Volatility Forecasts