V-Lab
Nippon Steel Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.75% (-0.92%)
Analysis last updated: Sunday, May 5, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9500 | 9.14 | |
| 0.0893 | 10.41 | |
| 0.8857 | 84.96 | |
| -0.0001 | -0.77 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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