V-Lab
Nippon Soda Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:25.75% (+0.07%)
Analysis last updated: Thursday, April 18, 2024 at 11:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1325 | 18.70 | |
| 0.0347 | 18.12 | |
| 0.9200 | 398.27 | |
| 0.0527 | 9.23 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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