V-Lab
Sekisui House Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.94% (-1.71%)
Analysis last updated: Thursday, May 2, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 20.45 | |
| 0.1900 | 33.31 | |
| 0.9696 | 716.13 | |
| -0.0396 | -9.31 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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