V-Lab: Marubeni Corp GJR-GARCH Volatility Analysis

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V-Lab

Marubeni Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.22% (+0.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0748	19.40
$α$	0.0513	20.14
$β$	0.9013	467.95
$γ$	0.0796	14.51

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

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