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 Thursday, April 18th, 2024:24.39% (+0.46%)

Analysis last updated: Thursday, April 18, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7090	3.91
$α$	0.0605	31.92
$β$	0.9925	524.58
$ν$	5	9.87

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