V-Lab
Hitachi Construction Machinery Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.73% (+1.27%)
Analysis last updated: Sunday, April 21, 2024 at 01:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0708 | 18.44 | |
| 0.1530 | 41.78 | |
| 0.9654 | 463.04 | |
| -0.0436 | -9.38 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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