V-Lab: Nikon Corp MF2-GARCH Volatility Analysis

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V-Lab

Nikon Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:47.95% (-3.55%)

Analysis last updated: Sunday, April 28, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0517	13.37
$β$	0.6670	29.31
$γ$	0.0483	9.31
$λ_{1}$	0.2507	0.68
$λ_{2}$	0.1643	0.84
$λ_{3}$	0.7955	3.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts