V-Lab: Nissan Motor Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Nissan Motor Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.22% (-0.42%)

Analysis last updated: Thursday, May 9, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0445	22.96
$α$	0.1932	60.58
$β$	0.8021	226.91
$γ$	0.1133	18.45
$δ$	0.9377	19.26

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts