V-Lab: Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:37.93% (-1.74%)

Analysis last updated: Friday, May 3, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1354	5.66
$α$	0.1021	9.59
$β$	0.8548	57.96
$γ_{1}$	-0.0015	-0.04
$γ_{2}$	0.0499	0.87
$γ_{3}$	-0.1565	-4.20
$γ_{4}$	0.2343	7.23
$γ_{5}$	-0.2153	-6.14
$γ_{6}$	0.1045	2.64
$γ_{7}$	0.0388	1.16
$γ_{8}$	-0.0919	-4.29

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts