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

V-Lab

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V-Lab

Nikon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.63% (-1.58%)

Analysis last updated: Thursday, May 2, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2973	5.25
$α$	0.0555	6.40
$β$	0.8989	47.20
$γ_{1}$	0.0454	1.30
$γ_{2}$	0.0018	0.04
$γ_{3}$	-0.1431	-5.00
$γ_{4}$	0.1721	6.80
$γ_{5}$	-0.1123	-3.43
$γ_{6}$	0.0308	0.64
$γ_{7}$	0.0365	0.69
$γ_{8}$	-0.0469	-1.29

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

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Volatility Forecasts

Volatility Forecasts