V-Lab
Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:39.38% (+3.08%)
Analysis last updated: Wednesday, May 1, 2024 at 11:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2686 | 6.44 | |
| 0.0916 | 9.60 | |
| 0.8737 | 71.90 | |
| 0.0143 | 0.44 | |
| 0.0702 | 1.45 | |
| -0.2087 | -6.23 | |
| 0.2228 | 6.75 | |
| -0.1661 | -3.96 | |
| 0.0964 | 2.10 | |
| -0.0191 | -0.48 | |
| -0.0203 | -0.77 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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