V-Lab
Toshiba Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 20th, 2023:1.05% (+0.09%)
Analysis last updated: Thursday, December 21, 2023 at 07:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0483 | 22.17 | |
| 0.9361 | 646.93 | |
| 0.0311 | 8.14 |
Estimation Period:
Jan 3, 1990 to Dec 15, 2023
Jan 3, 1990 to Dec 15, 2023