V-Lab
Toyo Seikan Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.54% (+0.99%)
Analysis last updated: Thursday, April 18, 2024 at 11:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1948 | 7.74 | |
| 0.0984 | 5.17 | |
| 0.8390 | 31.08 | |
| 0.0630 | 4.33 | |
| -0.1160 | -5.11 | |
| 0.0844 | 4.42 | |
| -0.0377 | -2.02 | |
| 0.0039 | 0.24 | |
| 0.0040 | 0.36 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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