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

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V-Lab

Furukawa Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.63% (-2.03%)

Analysis last updated: Tuesday, April 30, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.5647	4.89
$α$	0.0760	36.35
$β$	0.9906	504.89
$ν$	6	7.94

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