V-Lab
Kawasaki Heavy Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:44.81% (-1.20%)
Analysis last updated: Wednesday, May 15, 2024 at 03:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9397 | 5.41 | |
| 0.0721 | 33.69 | |
| 0.9911 | 614.82 | |
| 6 | 8.38 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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