V-Lab
Keio Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:26.21% (-1.53%)
Analysis last updated: Sunday, April 28, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 14.92 | |
| 0.1033 | 35.43 | |
| 0.8706 | 285.06 | |
| 0.4004 | 16.31 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024