V-Lab
Nikon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:30.31% (-0.10%)
Analysis last updated: Saturday, April 20, 2024 at 12:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 12.28 | |
| 0.0339 | 19.31 | |
| 0.9492 | 533.88 | |
| 0.0111 | 3.50 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024