V-Lab
Takashimaya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:32.04% (-1.02%)
Analysis last updated: Wednesday, May 1, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1673 | 10.19 | |
| 0.0714 | 8.22 | |
| 0.9092 | 81.64 | |
| 0.0003 | 1.43 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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