V-Lab
Mitsubishi Heavy Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:43.64% (-0.88%)
Analysis last updated: Sunday, May 19, 2024 at 01:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4884 | 5.38 | |
| 0.0686 | 39.18 | |
| 0.9924 | 687.26 | |
| 6 | 8.61 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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