V-Lab
Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.20% (+0.25%)
Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1876 | 20.64 | |
| 0.0688 | 19.87 | |
| 0.8689 | 239.03 | |
| 0.0638 | 7.06 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024