V-Lab
Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:43.90% (+0.45%)
Analysis last updated: Thursday, April 18, 2024 at 11:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2438 | 6.31 | |
| 0.0920 | 9.60 | |
| 0.8732 | 71.65 | |
| 0.0105 | 0.32 | |
| 0.0754 | 1.55 | |
| -0.2110 | -6.29 | |
| 0.2239 | 6.75 | |
| -0.1662 | -3.93 | |
| 0.0959 | 2.08 | |
| -0.0188 | -0.47 | |
| -0.0203 | -0.76 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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