V-Lab
OKUMA Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.13% (-0.36%)
Analysis last updated: Thursday, May 2, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1633 | 21.37 | |
| 0.0411 | 11.37 | |
| 0.9060 | 363.11 | |
| 0.0676 | 9.85 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024