V-Lab
Ricoh Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:30.69% (-0.10%)
Analysis last updated: Wednesday, May 1, 2024 at 11:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1277 | 18.31 | |
| 0.0477 | 20.63 | |
| 0.9051 | 327.83 | |
| 0.0441 | 7.95 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024