V-Lab
Isetan Mitsukoshi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.28% (-1.73%)
Analysis last updated: Sunday, May 5, 2024 at 12:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2862 | 9.20 | |
| 0.0908 | 7.04 | |
| 0.8722 | 55.34 | |
| 0.0005 | 2.72 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
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