V-Lab
Olympus Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:25.98% (-0.76%)
Analysis last updated: Saturday, April 20, 2024 at 12:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1981 | 23.15 | |
| 0.0620 | 16.48 | |
| 0.8728 | 247.73 | |
| 0.0657 | 8.90 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024