V-Lab
Amada Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.83% (-0.67%)
Analysis last updated: Sunday, May 5, 2024 at 12:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 18.24 | |
| 0.0355 | 16.90 | |
| 0.9202 | 490.52 | |
| 0.0643 | 14.60 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024