V-Lab
Trend Micro Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.02% (-0.94%)
Analysis last updated: Friday, May 3, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1336 | 13.98 | |
| 0.0687 | 22.47 | |
| 0.8949 | 300.10 | |
| 0.0398 | 5.17 |
Estimation Period:
Aug 18, 1998 to May 2, 2024
Aug 18, 1998 to May 2, 2024
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