V-Lab
Chiyoda Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.34% (-1.75%)
Analysis last updated: Tuesday, May 7, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 15.51 | |
| 0.1906 | 40.04 | |
| 0.9768 | 673.68 | |
| -0.0472 | -9.59 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024