V-Lab
Denso Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:28.24% (-1.57%)
Analysis last updated: Tuesday, April 30, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 12.08 | |
| 0.1434 | 44.92 | |
| 0.9835 | 1070.19 | |
| -0.0541 | -15.56 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024