V-Lab
Takashimaya Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.05% (-0.67%)
Analysis last updated: Sunday, April 21, 2024 at 12:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 19.27 | |
| 0.1543 | 32.81 | |
| 0.9783 | 819.36 | |
| -0.0208 | -5.41 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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