V-Lab
Odakyu Electric Railway Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:28.90% (-1.37%)
Analysis last updated: Wednesday, May 1, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 22.81 | |
| 0.2378 | 33.79 | |
| 0.9566 | 482.66 | |
| -0.0410 | -7.38 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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