V-Lab
Hitachi Zosen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.84% (-1.33%)
Analysis last updated: Friday, May 3, 2024 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1128 | 11.33 | |
| 0.0551 | 17.16 | |
| 0.9043 | 314.30 | |
| 0.0583 | 7.57 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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