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

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V-Lab

Mitsumi Electric Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 24th, 2017:33.35% (+2.27%)

Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3717	4.65
$α$	0.0605	30.35
$β$	0.9914	520.67
$ν$	6	7.27

Estimation Period:
Jan 3, 1990 to Jan 20, 2017