V-Lab
Takashimaya Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:40.88% (-1.73%)
Analysis last updated: Thursday, April 18, 2024 at 11:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 23.61 | |
| 0.0782 | 38.42 | |
| 0.9010 | 388.20 | |
| 0.2188 | 5.62 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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