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

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V-Lab

Nisshinbo Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.82% (-0.29%)

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
$ω$	1.1704	8.18
$α$	0.0975	7.54
$β$	0.8104	31.76
$γ_{1}$	-0.0062	-0.14
$γ_{2}$	0.0905	1.35
$γ_{3}$	-0.1598	-3.41
$γ_{4}$	0.0420	1.04
$γ_{5}$	0.1438	3.14
$γ_{6}$	-0.2122	-4.11
$γ_{7}$	0.1671	3.24
$γ_{8}$	-0.0748	-1.48
$γ_{9}$	-0.0465	-0.77
$γ_{10}$	0.0981	0.77

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

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