V-Lab
Sekisui House Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:27.14% (-0.68%)
Analysis last updated: Saturday, May 4, 2024 at 12:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1605 | 12.19 | |
| 0.0977 | 9.99 | |
| 0.8749 | 80.34 | |
| 0.0003 | 2.15 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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