V-Lab
Hanshin Machinery Co GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:53.32% (-1.88%)
Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1611 | 18.51 | |
| 0.0757 | 27.95 | |
| 0.9164 | 333.73 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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