V-Lab
Odakyu Electric Railway Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.39% (-1.42%)
Analysis last updated: Saturday, May 11, 2024 at 04:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0706 | 7.24 | |
| 0.0784 | 38.55 | |
| 0.9856 | 469.32 | |
| 6 | 8.47 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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