V-Lab
Kawasaki Heavy Industries Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:36.94% (-1.64%)
Analysis last updated: Friday, May 3, 2024 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 19.17 | |
| 0.1588 | 39.05 | |
| 0.9825 | 1143.74 | |
| -0.0385 | -12.01 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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