V-Lab
Kuraray Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.80% (+0.80%)
Analysis last updated: Thursday, April 18, 2024 at 11:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 16.91 | |
| 0.0365 | 17.24 | |
| 0.9259 | 468.81 | |
| 0.0503 | 10.10 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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