V-Lab
Japan Tobacco Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.49% (+1.06%)
Analysis last updated: Wednesday, May 1, 2024 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 12.32 | |
| 0.0808 | 34.39 | |
| 0.9070 | 297.98 |
Estimation Period:
Oct 27, 1994 to Apr 26, 2024
Oct 27, 1994 to Apr 26, 2024
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