V-Lab: Tosoh Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Tosoh Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.31% (-0.62%)

Analysis last updated: Friday, May 3, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.9572	5.57
$α$	0.0592	32.52
$β$	0.9903	553.56
$ν$	6	7.03

Estimation Period:
Jan 3, 1990 to May 2, 2024