V-Lab: Sapporo Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sapporo Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.22% (-0.05%)

Analysis last updated: Sunday, April 28, 2024 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2648	4.40
$α$	0.0701	39.04
$β$	0.9897	418.47
$ν$	5	11.02

Estimation Period:
Jan 3, 1990 to Apr 26, 2024