V-Lab
AGC Inc/Japan GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:19.69% (-0.41%)
Analysis last updated: Sunday, May 5, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 17.54 | |
| 0.0646 | 37.08 | |
| 0.9219 | 470.34 |
Estimation Period:
Jan 4, 1990 to May 3, 2024
Jan 4, 1990 to May 3, 2024