V-Lab
V-Lab
Hanshin Construction AGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.28% (-0.47%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Construction AGARCH
paramt-stat
ω0.239221.16
α0.144749.10
β0.8444271.09
γ0.08351.99
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts