V-Lab
Mitsumi Electric Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 24th, 2017:34.48% (+0.08%)
Analysis last updated: Monday, January 23, 2017 at 07:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 9.41 | |
| 0.0496 | 31.89 | |
| 0.9386 | 501.37 | |
| 0.8711 | 12.51 |
Estimation Period:
Jan 3, 1990 to Jan 20, 2017
Jan 3, 1990 to Jan 20, 2017
News Impact Curve
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