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

V-Lab

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V-Lab

Toho Zinc Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.69% (-2.26%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.2574	8.77
$α$	0.0818	26.42
$β$	0.9749	310.08
$ν$	6	6.70

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