V-Lab
Hitachi Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:41.18% (+0.02%)
Analysis last updated: Thursday, May 2, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2385 | 16.94 | |
| 0.0509 | 18.00 | |
| 0.8882 | 282.33 | |
| 0.0515 | 8.90 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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