V-Lab
Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:22.82% (+1.29%)
Analysis last updated: Saturday, May 4, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8288 | 9.61 | |
| 0.1589 | 7.22 | |
| 0.5745 | 10.92 | |
| 0.0509 | 2.32 | |
| -0.0274 | -0.86 | |
| -0.0867 | -4.06 | |
| 0.1282 | 6.22 | |
| -0.0985 | -5.20 | |
| 0.0446 | 3.38 |
Estimation Period:
Dec 8, 1998 to May 3, 2024
Dec 8, 1998 to May 3, 2024
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