V-Lab
Takashimaya Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.83% (-1.67%)
Analysis last updated: Saturday, May 4, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 19.27 | |
| 0.1538 | 32.82 | |
| 0.9784 | 822.19 | |
| -0.0206 | -5.40 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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