V-Lab
Keisei Electric Railway Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.38% (-1.27%)
Analysis last updated: Thursday, May 2, 2024 at 09:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2407 | 10.55 | |
| 0.0846 | 35.31 | |
| 0.9751 | 407.99 | |
| 6 | 8.09 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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