V-Lab
Toyobo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:31.97% (-0.92%)
Analysis last updated: Sunday, April 21, 2024 at 02:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 15.96 | |
| 0.0487 | 15.50 | |
| 0.9102 | 379.24 | |
| 0.0561 | 8.42 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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