Nikkei Stock Average Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3865	7.46***
α ARCH Response to squared shocks	0.1181	7.04***
β GARCH Volatility persistence	0.7641	24.07***

γ₁	-0.0725	-1.55
γ₂	0.1792	2.58***
γ₃	-0.2169	-4.69***
γ₄	0.1839	4.71***
γ₅	-0.1157	-3.50***
γ₆	0.0515	1.53
γ₇	0.0428	1.07
γ₈	-0.1346	-3.03***
γ₉	0.1447	3.29***
γ₁₀	-0.0828	-2.39**

V-Lab

Hu Group Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hu Group Holdings Inc Analyses