V-Lab
Isetan Mitsukoshi Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:38.59% (-1.65%)
Analysis last updated: Friday, May 10, 2024 at 12:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4258 | 8.44 | |
| 0.0957 | 7.68 | |
| 0.8646 | 56.37 | |
| 0.0017 | 2.83 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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