V-Lab
Asahi Kasei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.08% (+3.58%)
Analysis last updated: Wednesday, May 1, 2024 at 11:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0945 | 8.95 | |
| 0.0866 | 9.94 | |
| 0.8961 | 91.79 | |
| 0.0001 | 0.67 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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