V-Lab
Marui Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.01% (-0.64%)
Analysis last updated: Saturday, May 4, 2024 at 11:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9472 | 11.62 | |
| 0.0932 | 8.77 | |
| 0.8646 | 53.60 | |
| -0.0002 | -0.99 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Marui Group Co Ltd Analyses