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

V-Lab

| |

V-Lab

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

Volatility Prediction for Wednesday, May 1st, 2024:25.45% (-0.81%)

Analysis last updated: Wednesday, May 1, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2331	7.80
$α$	0.1284	6.68
$β$	0.7445	21.31
$γ_{1}$	-0.0166	-0.63
$γ_{2}$	0.0724	1.88
$γ_{3}$	-0.1049	-4.02
$γ_{4}$	0.0930	3.76
$γ_{5}$	-0.0922	-2.97
$γ_{6}$	0.0749	1.97
$γ_{7}$	-0.0557	-1.80
$γ_{8}$	0.0543	2.85

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Nippon Electric Glass Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH