V-Lab: Nissui Corp AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Nissui Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:23.87% (-0.61%)

Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1822	19.34
$α$	0.1047	35.28
$β$	0.8600	236.39
$γ$	0.4981	8.64

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts