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

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V-Lab

Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:18.25% (-0.52%)

Analysis last updated: Sunday, May 5, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3938	5.89
$α$	0.1201	5.13
$β$	0.8005	23.03
$γ_{1}$	0.0111	0.18
$γ_{2}$	0.1139	1.17
$γ_{3}$	-0.2521	-3.86
$γ_{4}$	0.1129	2.21
$γ_{5}$	0.1106	2.42
$γ_{6}$	-0.1829	-3.91
$γ_{7}$	0.1725	3.45
$γ_{8}$	-0.1439	-2.85
$γ_{9}$	0.0610	1.18
$γ_{10}$	0.0079	0.20

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts