V-Lab: Nissan Motor Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nissan Motor Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.55% (+0.90%)

Analysis last updated: Thursday, May 9, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0824	18.47
$β$	0.7345	81.63
$γ$	0.1051	14.72
$λ_{1}$	0.0185	4.32
$λ_{2}$	0.0324	6.29
$λ_{3}$	0.9642	168.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts