V-Lab: Konami Group Corp GJR-GARCH Volatility Analysis

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V-Lab

Konami Group Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.64% (+4.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1230	20.72
$α$	0.0590	20.64
$β$	0.9072	365.79
$γ$	0.0384	6.49

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

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