V-Lab
Hitachi Construction Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:34.82% (-0.40%)
Analysis last updated: Thursday, May 9, 2024 at 01:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0708 | 10.68 | |
| 0.0851 | 9.27 | |
| 0.8746 | 58.00 | |
| 0.0002 | 0.90 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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