V-Lab: Daikin Industries Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Daikin Industries Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.23% (+0.58%)

Analysis last updated: Sunday, April 21, 2024 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2900	6.45
$α$	0.0591	27.65
$β$	0.9878	459.02
$ν$	6	5.85

Estimation Period:
Jan 3, 1990 to Apr 19, 2024