V-Lab
Mitsubishi Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:35.36% (-1.55%)
Analysis last updated: Saturday, May 4, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 19.88 | |
| 0.0535 | 22.79 | |
| 0.9068 | 436.18 | |
| 0.0598 | 10.98 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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