V-Lab: NGK Insulators Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NGK Insulators Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.02% (-1.66%)

Analysis last updated: Friday, May 3, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3362	10.41
$α$	0.1028	9.10
$β$	0.8494	50.76
$γ_{1}$	0.0259	4.76
$γ_{2}$	-0.0282	-3.18
$γ_{3}$	-0.0100	-1.29
$γ_{4}$	0.0200	3.35

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

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