V-Lab
Nissan Motor Co Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:33.68% (+0.80%)
Analysis last updated: Wednesday, May 15, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 17.91 | |
| 0.0810 | 38.23 | |
| 0.9105 | 442.84 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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