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Param	Value	t-stat
ωconst	1.2656	2.87***
αARCH	0.1152	6.94***
βGARCH	0.8057	31.57***

γ₁	0.0393	0.56
γ₂	-0.1107	-1.19
γ₃	0.1613	3.85***
γ₄	-0.1616	-4.60***
γ₅	0.1035	3.20***
γ₆	-0.0326	-1.05
γ₇	-0.0190	-0.61
γ₈	0.0383	1.57

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2656	2.87***
α ARCH Response to squared shocks	0.1152	6.94***
β GARCH Volatility persistence	0.8057	31.57***

γ₁	0.0393	0.56
γ₂	-0.1107	-1.19
γ₃	0.1613	3.85***
γ₄	-0.1616	-4.60***
γ₅	0.1035	3.20***
γ₆	-0.0326	-1.05
γ₇	-0.0190	-0.61
γ₈	0.0383	1.57

V-Lab

Nitta Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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