V-Lab: Nisshinbo Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

Nisshinbo Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.98% (-0.24%)

Analysis last updated: Friday, May 10, 2024 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0554	15.57
$β$	0.8128	101.58
$γ$	0.0838	14.61
$λ_{1}$	0.0168	2.75
$λ_{2}$	0.0067	1.95
$λ_{3}$	0.9902	217.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts