V-Lab
Mitsui Mining & Smelting Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:36.43% (+0.09%)
Analysis last updated: Thursday, May 2, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2527 | 6.36 | |
| 0.0730 | 7.18 | |
| 0.8759 | 51.13 | |
| -0.0428 | -0.74 | |
| 0.0949 | 1.10 | |
| -0.0077 | -0.15 | |
| -0.1655 | -3.95 | |
| 0.2330 | 5.67 | |
| -0.1760 | -3.71 | |
| 0.0915 | 1.57 | |
| 0.0013 | 0.02 | |
| -0.1578 | -2.05 | |
| 0.3334 | 2.61 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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