V-Lab: Nisshinbo Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Nisshinbo Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.50% (+0.02%)

Analysis last updated: Saturday, May 11, 2024 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2271	5.45
$α$	0.0676	30.21
$β$	0.9872	392.85
$ν$	6	7.26

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