V-Lab: Nikon Corp MF2-GARCH Volatility Analysis

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V-Lab

Nikon Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.16% (-0.74%)

Analysis last updated: Saturday, May 11, 2024 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0516	13.19
$β$	0.6635	28.84
$γ$	0.0490	9.38
$λ_{1}$	0.2479	0.68
$λ_{2}$	0.1626	0.83
$λ_{3}$	0.7976	3.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts