V-Lab: Hitachi Zosen Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitachi Zosen Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.24% (-1.58%)

Analysis last updated: Tuesday, April 30, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1133	11.34
$α$	0.0552	17.17
$β$	0.9039	313.65
$γ$	0.0586	7.58

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts