V-Lab: Nippon Paper Industries Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Paper Industries Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:41.17% (+3.77%)

Analysis last updated: Friday, May 17, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2603	7.82
$α$	0.0892	2.58
$β$	0.6547	6.32
$γ_{1}$	0.6968	4.94
$γ_{2}$	-1.0753	-5.07
$γ_{3}$	0.7867	5.15
$γ_{4}$	-0.6837	-4.43
$γ_{5}$	0.4084	2.26
$γ_{6}$	0.0289	0.08

Estimation Period:
Apr 1, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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