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

V-Lab

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V-Lab

Nippon Sheet Glass Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.98% (-0.68%)

Analysis last updated: Friday, May 3, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8088	7.52
$α$	0.1121	8.71
$β$	0.8235	44.64
$γ_{1}$	0.0046	0.15
$γ_{2}$	0.0621	1.30
$γ_{3}$	-0.1879	-5.78
$γ_{4}$	0.2166	7.68
$γ_{5}$	-0.1340	-3.88
$γ_{6}$	0.0319	0.67
$γ_{7}$	0.0317	0.70
$γ_{8}$	-0.0384	-1.32

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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