V-Lab
Tokyo Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:40.83% (-1.48%)
Analysis last updated: Thursday, May 9, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 20.18 | |
| 0.0624 | 16.33 | |
| 0.8805 | 250.07 | |
| 0.0638 | 8.23 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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