V-Lab
JTEKT Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:34.15% (-0.01%)
Analysis last updated: Thursday, April 18, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 14.14 | |
| 0.1513 | 44.25 | |
| 0.9760 | 805.93 | |
| -0.0602 | -17.09 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024