V-Lab
Kawasaki Kisen Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:50.06% (-1.07%)
Analysis last updated: Sunday, April 21, 2024 at 12:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1882 | 6.29 | |
| 0.0673 | 7.97 | |
| 0.9122 | 81.42 | |
| 0.0112 | 0.34 | |
| -0.0011 | -0.02 | |
| -0.0404 | -0.88 | |
| 0.0700 | 1.82 | |
| -0.0921 | -3.08 | |
| 0.1280 | 4.67 | |
| -0.1185 | -5.36 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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