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

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V-Lab

Furukawa Electric Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:34.60% (-0.45%)

Analysis last updated: Wednesday, May 1, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0255	4.37
$α$	0.0668	32.28
$β$	0.9914	492.51
$ν$	6	7.57

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