V-Lab
Mitsui Chemicals Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.74% (-1.55%)
Analysis last updated: Sunday, May 5, 2024 at 12:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 13.86 | |
| 0.1618 | 39.81 | |
| 0.9754 | 801.46 | |
| -0.0639 | -14.92 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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