V-Lab
West Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:24.71% (+5.94%)
Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 13.91 | |
| 0.0495 | 21.98 | |
| 0.9258 | 350.55 | |
| 0.0403 | 6.87 |
Estimation Period:
Oct 8, 1996 to Apr 12, 2024
Oct 8, 1996 to Apr 12, 2024
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