V-Lab
Mitsui E&S Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:67.78% (-0.39%)
Analysis last updated: Friday, May 3, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1737 | 15.31 | |
| 0.0610 | 19.49 | |
| 0.9073 | 311.04 | |
| 0.0290 | 3.84 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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