V-Lab
Japan Tobacco Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.62% (-0.52%)
Analysis last updated: Sunday, April 21, 2024 at 02:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 11.94 | |
| 0.0975 | 40.01 | |
| 0.8864 | 282.39 | |
| 0.2328 | 5.41 |
Estimation Period:
Oct 27, 1994 to Apr 19, 2024
Oct 27, 1994 to Apr 19, 2024
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