V-Lab
Mitsubishi Logistics Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:21.73% (+0.45%)
Analysis last updated: Sunday, April 28, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1386 | 11.27 | |
| 0.0878 | 8.17 | |
| 0.8797 | 65.54 | |
| -0.0007 | -1.36 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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