V-Lab
Dentsu Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:27.37% (-0.63%)
Analysis last updated: Sunday, April 28, 2024 at 01:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1975 | 17.69 | |
| 0.0802 | 24.51 | |
| 0.8766 | 198.02 |
Estimation Period:
Nov 30, 2001 to Apr 26, 2024
Nov 30, 2001 to Apr 26, 2024
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