V-Lab
OKUMA Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.13% (+4.47%)
Analysis last updated: Sunday, April 21, 2024 at 01:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1641 | 21.40 | |
| 0.0412 | 11.37 | |
| 0.9057 | 361.86 | |
| 0.0678 | 9.86 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024