V-Lab
Fujikura Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:40.12% (+0.13%)
Analysis last updated: Saturday, May 18, 2024 at 01:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1644 | 12.09 | |
| 0.0373 | 17.73 | |
| 0.9098 | 334.49 | |
| 0.0675 | 10.00 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024