V-Lab: Mitsui OSK Lines Ltd MF2-GARCH Volatility Analysis

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V-Lab

Mitsui OSK Lines Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.24% (-2.82%)

Analysis last updated: Tuesday, May 7, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0541	18.63
$β$	0.7771	78.58
$γ$	0.0941	17.00
$λ_{1}$	0.0556	3.91
$λ_{2}$	0.0439	4.66
$λ_{3}$	0.9473	84.17

Estimation Period:
Jan 3, 1990 to May 3, 2024

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