V-Lab
Tobu Railway Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:30.22% (-2.97%)
Analysis last updated: Sunday, April 28, 2024 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1477 | 19.50 | |
| 0.1390 | 36.00 | |
| 0.7953 | 128.77 | |
| 0.3509 | 11.77 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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