V-Lab
Hitachi Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:30.87% (-0.77%)
Analysis last updated: Saturday, April 20, 2024 at 01:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 11.51 | |
| 0.0637 | 37.79 | |
| 0.9182 | 441.02 | |
| 0.6747 | 16.40 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024