V-Lab: Marui Group Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Marui Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.70% (-0.31%)

Analysis last updated: Sunday, April 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0347	19.25
$β$	0.8880	290.75
$γ$	0.0916	25.77
$λ_{1}$	0.0012	0.46
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9998	999.78

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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