V-Lab: Nissan Motor Co Ltd APARCH Volatility Analysis

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V-Lab

Nissan Motor Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.72% (+1.33%)

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
$ω$	0.0459	25.23
$α$	0.0852	38.80
$β$	0.9148	435.81
$γ$	0.3575	16.50
$δ$	1.1603	34.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts