V-Lab
Japan Steel Works Ltd/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:35.57% (-1.10%)
Analysis last updated: Sunday, May 5, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3695 | 19.00 | |
| 0.0870 | 25.84 | |
| 0.8718 | 216.02 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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