V-Lab: NEC Corp Spline-GARCH Volatility Analysis

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V-Lab

NEC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.53% (+0.04%)

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
$ω$	0.9281	6.09
$α$	0.0873	5.82
$β$	0.8365	31.36
$γ_{1}$	-0.0659	-1.41
$γ_{2}$	0.1153	1.72
$γ_{3}$	-0.0046	-0.10
$γ_{4}$	-0.1890	-4.40
$γ_{5}$	0.2944	6.22
$γ_{6}$	-0.2573	-4.01
$γ_{7}$	0.1759	2.10
$γ_{8}$	-0.1532	-1.67
$γ_{9}$	0.2039	3.02
$γ_{10}$	-0.2696	-3.21

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

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Volatility Forecasts

Volatility Forecasts