V-Lab: Kikkoman Corp GJR-GARCH Volatility Analysis

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V-Lab

Kikkoman Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.37% (+1.43%)

Analysis last updated: Thursday, April 18, 2024 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1128	18.06
$α$	0.0474	18.46
$β$	0.8881	204.21
$γ$	0.0826	13.19

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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