V-Lab
Hitachi Zosen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.25% (+5.87%)
Analysis last updated: Sunday, April 21, 2024 at 01:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1136 | 11.35 | |
| 0.0553 | 17.17 | |
| 0.9037 | 312.80 | |
| 0.0588 | 7.58 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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