V-Lab
Taiheiyo Cement Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.50% (+1.55%)
Analysis last updated: Thursday, April 18, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 16.68 | |
| 0.1738 | 38.51 | |
| 0.9810 | 1092.41 | |
| -0.0572 | -14.04 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Taiheiyo Cement Corp Analyses