V-Lab
Tokyu Fudosan Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:39.21% (-2.04%)
Analysis last updated: Thursday, April 18, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0844 | 8.79 | |
| 0.0909 | 4.50 | |
| 0.8557 | 36.24 | |
| 0.0024 | 1.18 |
Estimation Period:
Oct 1, 2013 to Apr 12, 2024
Oct 1, 2013 to Apr 12, 2024
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