V-Lab: Nikon Corp APARCH Volatility Analysis

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V-Lab

Nikon Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:33.86% (+0.74%)

Analysis last updated: Thursday, May 9, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0346	12.97
$α$	0.0488	26.59
$β$	0.9495	512.67
$γ$	0.1976	8.35
$δ$	0.9721	21.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts