V-Lab
Tokyu Fudosan Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:33.67% (+1.35%)
Analysis last updated: Sunday, April 28, 2024 at 01:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8403 | 7.86 | |
| 0.0943 | 13.08 | |
| 0.9522 | 134.66 | |
| 6 | 3.00 |
Estimation Period:
Oct 1, 2013 to Apr 26, 2024
Oct 1, 2013 to Apr 26, 2024
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