V-Lab
V-Lab
Hanshin Construction GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:24.45% (-0.73%)

Analysis last updated: Thursday, May 9, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Construction GARCH
paramt-stat
ω0.226421.94
α0.137948.19
β0.8516282.09
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts