V-Lab
Yamaha Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:29.35% (-0.92%)
Analysis last updated: Thursday, April 18, 2024 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 14.10 | |
| 0.1591 | 29.13 | |
| 0.9583 | 357.97 | |
| -0.0360 | -6.84 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024