V-Lab
Kawasaki Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:36.03% (-1.32%)
Analysis last updated: Saturday, May 4, 2024 at 11:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 17.69 | |
| 0.0470 | 22.08 | |
| 0.9170 | 406.67 | |
| 0.0555 | 12.01 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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