V-Lab
Nippon Paper Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:29.39% (+1.72%)
Analysis last updated: Thursday, May 16, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0897 | 12.32 | |
| 0.7260 | 34.01 | |
| -0.0157 | -1.72 | |
| 0.3759 | 0.34 | |
| 0.1283 | 0.40 | |
| 0.7416 | 1.04 |
Estimation Period:
Apr 1, 2013 to May 10, 2024
Apr 1, 2013 to May 10, 2024
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