V-Lab: Nissui Corp Spline-GARCH Volatility Analysis

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V-Lab

Nissui Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.15% (-1.28%)

Analysis last updated: Sunday, April 28, 2024 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3148	6.07
$α$	0.1210	7.03
$β$	0.7543	23.07
$γ_{1}$	-0.0417	-0.82
$γ_{2}$	0.1568	2.03
$γ_{3}$	-0.2592	-4.78
$γ_{4}$	0.2129	4.66
$γ_{5}$	-0.0263	-0.60
$γ_{6}$	-0.1462	-2.71
$γ_{7}$	0.2382	3.86
$γ_{8}$	-0.2604	-4.05
$γ_{9}$	0.2019	3.17
$γ_{10}$	-0.1549	-1.66

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

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