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 Monday, April 22nd, 2024:25.58% (-1.48%)

Analysis last updated: Sunday, April 21, 2024 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3560	6.01
$α$	0.1173	7.02
$β$	0.7668	24.66
$γ_{1}$	-0.0161	-0.31
$γ_{2}$	0.1127	1.44
$γ_{3}$	-0.2242	-4.10
$γ_{4}$	0.1834	3.94
$γ_{5}$	-0.0068	-0.15
$γ_{6}$	-0.1521	-2.76
$γ_{7}$	0.2315	3.69
$γ_{8}$	-0.2407	-3.72
$γ_{9}$	0.1598	2.74
$γ_{10}$	-0.0494	-1.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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