V-Lab
Yokohama Rubber Co Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:30.81% (-1.49%)
Analysis last updated: Sunday, May 19, 2024 at 01:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1500 | 19.75 | |
| 0.0517 | 19.09 | |
| 0.8709 | 301.76 | |
| 0.1037 | 13.65 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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