V-Lab: Oji Holdings Corp GJR-GARCH Volatility Analysis

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V-Lab

Oji Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.02% (-0.69%)

Analysis last updated: Tuesday, April 30, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0433	14.63
$α$	0.0484	21.52
$β$	0.9190	453.15
$γ$	0.0463	9.24

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts