V-Lab
Soosan Heavy Industries Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.55% (-0.23%)
Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2099 | 26.42 | |
| 0.7040 | 73.71 | |
| -0.0439 | -4.47 | |
| 0.0691 | 4.39 | |
| 0.0618 | 5.11 | |
| 0.9354 | 70.27 |
Estimation Period:
Aug 30, 1991 to May 3, 2024
Aug 30, 1991 to May 3, 2024
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