V-Lab: Nisshinbo Holdings Inc GJR-GARCH Volatility Analysis

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V-Lab

Nisshinbo Holdings Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.63% (-0.52%)

Analysis last updated: Sunday, May 5, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2850	12.89
$α$	0.0552	13.95
$β$	0.8553	193.81
$γ$	0.0834	7.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts