V-Lab
Mitsubishi Heavy Industries Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:37.06% (-1.60%)
Analysis last updated: Saturday, May 4, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 24.06 | |
| 0.0802 | 38.90 | |
| 0.9100 | 447.63 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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