V-Lab
Showa Shell Sekiyu KK EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2019:44.45% (-3.30%)
Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 19.37 | |
| 0.1717 | 37.90 | |
| 0.9767 | 889.52 | |
| -0.0468 | -11.25 |
Estimation Period:
Jan 3, 1990 to Mar 22, 2019
Jan 3, 1990 to Mar 22, 2019
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