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

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V-Lab

Kyocera Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:20.71% (-0.86%)

Analysis last updated: Wednesday, May 1, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7526	4.99
$α$	0.0664	32.91
$β$	0.9912	532.90
$ν$	6	7.37

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