V-Lab
NGK Insulators Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:21.33% (-0.80%)
Analysis last updated: Wednesday, April 17, 2024 at 11:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 16.97 | |
| 0.1743 | 40.62 | |
| 0.9744 | 725.52 | |
| -0.0438 | -10.47 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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