V-Lab
JTEKT Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:49.32% (-2.09%)
Analysis last updated: Thursday, May 2, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 14.34 | |
| 0.1527 | 44.29 | |
| 0.9756 | 798.34 | |
| -0.0606 | -17.16 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024