V-Lab
Toyobo Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.62% (-1.20%)
Analysis last updated: Sunday, May 5, 2024 at 12:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 12.08 | |
| 0.1660 | 35.74 | |
| 0.9779 | 678.64 | |
| -0.0448 | -9.82 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024