V-Lab
Yokohama Rubber Co Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:29.90% (-2.23%)
Analysis last updated: Sunday, May 19, 2024 at 01:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0584 | 14.64 | |
| 0.7074 | 64.91 | |
| 0.1540 | 23.52 | |
| 0.0494 | 4.46 | |
| 0.0415 | 5.59 | |
| 0.9485 | 105.99 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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