V-Lab
Mitsui Mining & Smelting Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:33.15% (-0.11%)
Analysis last updated: Tuesday, April 16, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 12.62 | |
| 0.1264 | 26.84 | |
| 0.9767 | 712.92 | |
| -0.0489 | -12.15 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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