V-Lab
Yokohama Rubber Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:32.77% (-1.84%)
Analysis last updated: Friday, May 3, 2024 at 11:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7882 | 5.67 | |
| 0.1080 | 10.15 | |
| 0.8523 | 61.09 | |
| 0.1127 | 5.49 | |
| -0.1730 | -5.73 | |
| 0.0945 | 5.14 | |
| -0.0541 | -3.46 | |
| 0.0301 | 1.88 | |
| -0.0124 | -1.02 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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Volatility Forecasts
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