V-Lab: Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.51% (-0.76%)

Analysis last updated: Sunday, April 28, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1260	5.58
$α$	0.1014	9.59
$β$	0.8564	58.72
$γ_{1}$	-0.0029	-0.07
$γ_{2}$	0.0517	0.89
$γ_{3}$	-0.1574	-4.19
$γ_{4}$	0.2354	7.20
$γ_{5}$	-0.2163	-6.12
$γ_{6}$	0.1051	2.64
$γ_{7}$	0.0380	1.12
$γ_{8}$	-0.0909	-4.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts