V-Lab
Japan Steel Works Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:37.13% (-2.04%)
Analysis last updated: Thursday, April 18, 2024 at 11:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1697 | 7.01 | |
| 0.0953 | 6.65 | |
| 0.8403 | 42.75 | |
| 0.0282 | 1.01 | |
| 0.0042 | 0.09 | |
| -0.0926 | -2.58 | |
| 0.1007 | 3.17 | |
| -0.0673 | -2.01 | |
| 0.0638 | 1.60 | |
| -0.0784 | -1.66 | |
| 0.0613 | 1.70 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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