V-Lab
V-Lab
Nichirei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:19.09% (-0.54%)

Analysis last updated: Sunday, May 5, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp GJR-GARCH
paramt-stat
ω0.096817.01
α0.056524.47
β0.8825254.47
γ0.08238.99
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts