V-Lab
NGK Insulators Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:30.50% (-2.07%)
Analysis last updated: Tuesday, April 30, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 17.21 | |
| 0.1755 | 40.73 | |
| 0.9740 | 720.95 | |
| -0.0439 | -10.46 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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