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

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V-Lab

Nissui Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:24.07% (+0.75%)

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
$ω$	1.4587	6.58
$α$	0.1205	7.09
$β$	0.7685	25.38
$γ_{1}$	0.0285	0.75
$γ_{2}$	0.0166	0.29
$γ_{3}$	-0.1519	-3.80
$γ_{4}$	0.2285	5.45
$γ_{5}$	-0.2207	-5.11
$γ_{6}$	0.1865	4.75
$γ_{7}$	-0.1525	-3.67
$γ_{8}$	0.0818	2.16
$γ_{9}$	-0.0100	-0.42

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

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