V-Lab: NEC Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NEC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.93% (-1.44%)

Analysis last updated: Tuesday, May 7, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9857	6.37
$α$	0.0861	5.67
$β$	0.8423	32.72
$γ_{1}$	-0.0469	-1.01
$γ_{2}$	0.0928	1.39
$γ_{3}$	-0.0057	-0.12
$γ_{4}$	-0.1754	-4.05
$γ_{5}$	0.2737	5.71
$γ_{6}$	-0.2325	-3.53
$γ_{7}$	0.1477	1.71
$γ_{8}$	-0.1165	-1.20
$γ_{9}$	0.1398	1.86
$γ_{10}$	-0.1101	-2.74

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

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Volatility Forecasts

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