V-Lab: Sekisui House Ltd GJR-GARCH Volatility Analysis

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V-Lab

Sekisui House Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.55% (-1.32%)

Analysis last updated: Thursday, May 2, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0849	23.66
$α$	0.0647	16.87
$β$	0.8798	310.43
$γ$	0.0624	9.21

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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