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

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V-Lab

Meidensha Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.62% (-2.72%)

Analysis last updated: Sunday, April 21, 2024 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.8709	5.50
$α$	0.0705	38.98
$β$	0.9901	546.70
$ν$	6	8.78

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