V-Lab
Nippon Soda Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.37% (+0.90%)
Analysis last updated: Wednesday, May 1, 2024 at 11:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 18.63 | |
| 0.0344 | 18.07 | |
| 0.9211 | 402.07 | |
| 0.0521 | 9.23 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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