V-Lab
Shiseido Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.51% (-1.34%)
Analysis last updated: Sunday, May 5, 2024 at 12:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 16.87 | |
| 0.1227 | 28.60 | |
| 0.9781 | 745.54 | |
| -0.0285 | -7.94 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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