V-Lab
Isetan Mitsukoshi Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:43.09% (-1.35%)
Analysis last updated: Saturday, April 20, 2024 at 02:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 15.08 | |
| 0.0776 | 20.10 | |
| 0.9023 | 185.42 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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