V-Lab
Maruha Nichiro Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 27th, 2014:23.90% (+1.29%)
Analysis last updated: Tuesday, July 15, 2014 at 12:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2173 | 19.38 | |
| 0.1316 | 25.20 | |
| 0.8351 | 170.88 | |
| 0.4164 | 7.33 |
Estimation Period:
Jan 3, 1990 to Mar 26, 2014
Jan 3, 1990 to Mar 26, 2014
News Impact Curve
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