V-Lab
Nissan Motor Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.86% (-1.18%)
Analysis last updated: Thursday, May 2, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 14.24 | |
| 0.1588 | 43.53 | |
| 0.9832 | 1222.86 | |
| -0.0555 | -15.86 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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