V-Lab
Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:18.10% (+1.89%)
Analysis last updated: Thursday, April 18, 2024 at 12:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 12.28 | |
| 0.0811 | 34.39 | |
| 0.9067 | 296.41 |
Estimation Period:
Oct 27, 1994 to Apr 12, 2024
Oct 27, 1994 to Apr 12, 2024
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