V-Lab
Yokohama Rubber Co Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.33% (-1.77%)
Analysis last updated: Sunday, May 19, 2024 at 01:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6365 | 7.48 | |
| 0.0758 | 33.20 | |
| 0.9850 | 459.22 | |
| 6 | 7.22 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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