V-Lab
Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:27.69% (+2.87%)
Analysis last updated: Thursday, April 18, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 20.31 | |
| 0.1898 | 33.24 | |
| 0.9698 | 717.31 | |
| -0.0395 | -9.31 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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