V-Lab
Nisshin Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 26th, 2018:33.86% (+5.06%)
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 1.60 | |
| 0.0027 | 2.78 | |
| 0.9793 | 716.41 | |
| 0.0346 | 8.29 |
Estimation Period:
Oct 1, 2012 to Dec 21, 2018
Oct 1, 2012 to Dec 21, 2018
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