V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:26.60% (-0.85%)
Analysis last updated: Sunday, May 19, 2024 at 02:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1791 | 20.22 | |
| 0.0650 | 19.28 | |
| 0.8753 | 248.38 | |
| 0.0610 | 7.01 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024