V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:24.59% (-0.66%)
Analysis last updated: Thursday, November 21, 2024 at 01:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1868 | 20.65 | |
| 0.0687 | 19.88 | |
| 0.8692 | 239.70 | |
| 0.0636 | 7.06 |
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Jan 3, 1990 to Nov 15, 2024