V-Lab
V-Lab
Marubeni Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.01% (-1.14%)

Analysis last updated: Saturday, May 4, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marubeni Corp GJR-GARCH
paramt-stat
ω0.074519.36
α0.051020.10
β0.9016469.57
γ0.079514.52
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts