V-Lab
Toray Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.91% (-1.31%)
Analysis last updated: Sunday, April 21, 2024 at 01:56 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1388 | 26.82 | |
| 0.0694 | 20.53 | |
| 0.8531 | 287.53 | |
| 0.0863 | 10.49 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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