V-Lab: NEC Corp Spline-GARCH Volatility Analysis

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V-Lab

NEC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:24.27% (-1.08%)

Analysis last updated: Sunday, May 19, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9292	6.05
$α$	0.0869	5.85
$β$	0.8388	32.13
$γ_{1}$	-0.0666	-1.42
$γ_{2}$	0.1175	1.75
$γ_{3}$	-0.0089	-0.19
$γ_{4}$	-0.1834	-4.25
$γ_{5}$	0.2896	6.11
$γ_{6}$	-0.2537	-3.93
$γ_{7}$	0.1719	2.02
$γ_{8}$	-0.1469	-1.54
$γ_{9}$	0.1957	2.69
$γ_{10}$	-0.2590	-3.09

Estimation Period:
Jan 3, 1990 to May 17, 2024

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