V-Lab
Kawasaki Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:37.65% (+3.26%)
Analysis last updated: Wednesday, May 1, 2024 at 11:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2557 | 6.42 | |
| 0.0919 | 9.62 | |
| 0.8728 | 71.37 | |
| 0.0102 | 0.32 | |
| 0.0777 | 1.62 | |
| -0.2154 | -6.49 | |
| 0.2286 | 6.98 | |
| -0.1691 | -4.03 | |
| 0.0934 | 1.99 | |
| -0.0029 | -0.06 | |
| -0.0716 | -1.16 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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