V-Lab
Hitachi Construction Machinery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:36.69% (-1.95%)
Analysis last updated: Sunday, April 28, 2024 at 12:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3095 | 5.64 | |
| 0.0864 | 8.62 | |
| 0.8652 | 52.71 | |
| 0.0411 | 2.02 | |
| -0.0579 | -2.00 | |
| 0.0240 | 1.46 | |
| -0.0237 | -1.50 | |
| 0.0496 | 2.09 | |
| -0.0845 | -1.87 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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