V-Lab
Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.47% (-1.51%)
Analysis last updated: Friday, May 3, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3609 | 6.83 | |
| 0.1368 | 7.17 | |
| 0.7734 | 28.16 | |
| -0.0812 | -2.01 | |
| 0.1894 | 3.21 | |
| -0.2239 | -5.57 | |
| 0.2139 | 5.39 | |
| -0.1664 | -4.24 | |
| 0.1307 | 3.72 | |
| -0.1084 | -3.12 | |
| 0.0817 | 2.62 | |
| -0.0564 | -2.72 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
News Impact Curve
Volatility Forecasts
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