V-Lab: Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.06% (-1.55%)

Analysis last updated: Thursday, May 2, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4688	6.39
$α$	0.0541	6.67
$β$	0.9053	63.70
$γ_{1}$	0.0046	0.15
$γ_{2}$	0.0822	1.87
$γ_{3}$	-0.1869	-6.04
$γ_{4}$	0.1594	5.47
$γ_{5}$	-0.0799	-2.21
$γ_{6}$	0.0183	0.36
$γ_{7}$	-0.0019	-0.04
$γ_{8}$	0.0135	0.52

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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