V-Lab: Nippon Steel Corp APARCH Volatility Analysis

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V-Lab

Nippon Steel Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.24% (-0.62%)

Analysis last updated: Thursday, May 9, 2024 at 01:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0740	16.03
$α$	0.0940	39.84
$β$	0.8969	349.27
$γ$	0.2294	13.87
$δ$	1.3587	24.86

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

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Volatility Forecasts