V-Lab
Denka Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.93% (-0.48%)
Analysis last updated: Friday, May 3, 2024 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1633 | 13.14 | |
| 0.0969 | 31.75 | |
| 0.8753 | 290.04 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024