V-Lab
Tokyu Fudosan Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:25.04% (-0.11%)
Analysis last updated: Friday, May 10, 2024 at 12:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1309 | 7.31 | |
| 0.0908 | 4.47 | |
| 0.8535 | 34.77 | |
| 0.0070 | 0.72 |
Estimation Period:
Oct 1, 2013 to May 3, 2024
Oct 1, 2013 to May 3, 2024
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