V-Lab
IHI Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:46.85% (+0.43%)
Analysis last updated: Saturday, May 18, 2024 at 12:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 17.55 | |
| 0.1894 | 44.69 | |
| 0.9626 | 516.43 | |
| -0.0452 | -11.00 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024