V-Lab: Alps Alpine Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Alps Alpine Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.85% (+0.08%)

Analysis last updated: Thursday, April 18, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5567	4.50
$α$	0.0529	35.20
$β$	0.9923	552.48
$ν$	6	7.17

Estimation Period:
Jan 3, 1990 to Apr 12, 2024