V-Lab
Denka Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.41% (-0.87%)
Analysis last updated: Thursday, May 2, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1637 | 13.15 | |
| 0.0969 | 31.77 | |
| 0.8752 | 289.61 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024