V-Lab
Hitachi Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.51% (+0.33%)
Analysis last updated: Sunday, April 21, 2024 at 01:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2378 | 16.90 | |
| 0.0509 | 18.01 | |
| 0.8883 | 282.35 | |
| 0.0515 | 8.90 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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