V-Lab
Hitachi Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:31.84% (-0.63%)
Analysis last updated: Thursday, April 18, 2024 at 11:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 20.99 | |
| 0.0623 | 37.83 | |
| 0.9222 | 470.54 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024