V-Lab: Nippon Soda Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Soda Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:16.70% (-0.20%)

Analysis last updated: Friday, May 10, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1859	7.65
$α$	0.0830	7.57
$β$	0.8422	36.09
$γ_{1}$	-0.0389	-1.42
$γ_{2}$	0.0944	2.34
$γ_{3}$	-0.1104	-3.64
$γ_{4}$	0.1142	3.43
$γ_{5}$	-0.1260	-3.80
$γ_{6}$	0.1133	3.54
$γ_{7}$	-0.0714	-2.20
$γ_{8}$	0.0008	0.02

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

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Volatility Forecasts

Volatility Forecasts