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

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V-Lab

Toyobo Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.24% (-1.04%)

Analysis last updated: Thursday, May 2, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2535	6.03
$α$	0.0683	35.32
$β$	0.9894	552.15
$ν$	6	8.13

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