V-Lab
Yamaha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:32.66% (-1.57%)
Analysis last updated: Sunday, April 28, 2024 at 12:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3819 | 19.40 | |
| 0.0772 | 15.24 | |
| 0.8284 | 154.78 | |
| 0.0567 | 6.02 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024