V-Lab
Odakyu Electric Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:35.25% (-2.35%)
Analysis last updated: Sunday, April 28, 2024 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0791 | 24.42 | |
| 0.0852 | 19.31 | |
| 0.8635 | 242.76 | |
| 0.0529 | 6.78 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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