V-Lab
Toho Co Ltd/Tokyo AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:35.70% (-2.75%)
Analysis last updated: Saturday, April 20, 2024 at 12:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 17.99 | |
| 0.1175 | 42.89 | |
| 0.8408 | 248.75 | |
| 0.6015 | 18.73 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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