V-Lab: Casio Computer Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Casio Computer Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.92% (-0.01%)

Analysis last updated: Sunday, April 21, 2024 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7073	3.91
$α$	0.0605	31.78
$β$	0.9925	522.63
$ν$	5	9.81

Estimation Period:
Jan 3, 1990 to Apr 19, 2024