V-Lab
Toyo Seikan Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.09% (-1.15%)
Analysis last updated: Sunday, April 21, 2024 at 01:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1954 | 7.76 | |
| 0.0986 | 5.17 | |
| 0.8386 | 31.02 | |
| 0.0629 | 4.34 | |
| -0.1158 | -5.13 | |
| 0.0844 | 4.43 | |
| -0.0377 | -2.03 | |
| 0.0038 | 0.24 | |
| 0.0042 | 0.37 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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