V-Lab
Tokyu Fudosan Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.60% (-1.10%)
Analysis last updated: Thursday, May 2, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0832 | 8.83 | |
| 0.0906 | 4.52 | |
| 0.8559 | 36.33 | |
| 0.0024 | 1.19 |
Estimation Period:
Oct 1, 2013 to Apr 26, 2024
Oct 1, 2013 to Apr 26, 2024
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