V-Lab: Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.22% (+0.48%)

Analysis last updated: Thursday, May 2, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1989	5.83
$α$	0.1147	5.96
$β$	0.8093	30.39
$γ_{1}$	-0.0445	-0.66
$γ_{2}$	0.0908	0.84
$γ_{3}$	-0.0693	-0.88
$γ_{4}$	-0.0388	-0.67
$γ_{5}$	0.1895	3.68
$γ_{6}$	-0.2451	-4.15
$γ_{7}$	0.2092	3.51
$γ_{8}$	-0.1512	-2.60
$γ_{9}$	0.0845	1.49
$γ_{10}$	-0.0288	-0.73

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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