V-Lab
Asahi Kasei Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.82% (-1.24%)
Analysis last updated: Sunday, May 5, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 12.95 | |
| 0.1609 | 38.16 | |
| 0.9766 | 781.91 | |
| -0.0613 | -15.85 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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