V-Lab
Hitachi Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.57% (-0.91%)
Analysis last updated: Thursday, May 2, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 15.51 | |
| 0.1389 | 36.29 | |
| 0.9784 | 883.86 | |
| -0.0403 | -11.95 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024