V-Lab
Daishin Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:21.28% (+0.71%)
Analysis last updated: Friday, May 3, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8267 | 7.61 | |
| 0.0855 | 8.65 | |
| 0.8611 | 53.95 | |
| 0.0079 | 0.21 | |
| 0.0749 | 1.33 | |
| -0.2379 | -5.90 | |
| 0.2407 | 6.24 | |
| -0.1305 | -3.23 | |
| 0.0710 | 1.74 | |
| -0.0023 | -0.06 | |
| -0.0590 | -1.43 | |
| 0.0532 | 1.59 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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