V-Lab: GS Yuasa Corp GJR-GARCH Volatility Analysis

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V-Lab

GS Yuasa Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:35.11% (+4.17%)

Analysis last updated: Wednesday, April 17, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0879	9.36
$α$	0.0350	12.02
$β$	0.9407	350.21
$γ$	0.0252	4.90

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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