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

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V-Lab

Nippon Electric Glass Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.97% (-2.82%)

Analysis last updated: Tuesday, May 7, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1893	7.70
$α$	0.1330	6.49
$β$	0.7326	19.88
$γ_{1}$	-0.0282	-1.08
$γ_{2}$	0.0907	2.39
$γ_{3}$	-0.1170	-4.55
$γ_{4}$	0.1020	4.18
$γ_{5}$	-0.0975	-3.19
$γ_{6}$	0.0746	1.96
$γ_{7}$	-0.0462	-1.33
$γ_{8}$	0.0230	0.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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