V-Lab: Nippon Steel Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nippon Steel Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.82% (+0.57%)

Analysis last updated: Friday, May 10, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9506	8.37
$α$	0.0893	10.41
$β$	0.8857	85.39
$γ_{1}$	-0.0001	-0.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts