V-Lab: IHI Corp AGARCH Volatility Analysis

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V-Lab

IHI Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.35% (-1.97%)

Analysis last updated: Sunday, April 21, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2411	14.16
$α$	0.1089	42.44
$β$	0.8553	292.32
$γ$	0.5840	11.57

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts