V-Lab: Mitsui OSK Lines Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Mitsui OSK Lines Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.63% (+8.40%)

Analysis last updated: Thursday, May 2, 2024 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1007	20.41
$α$	0.0430	18.67
$β$	0.9143	473.47
$γ$	0.0592	9.79

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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