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

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V-Lab

Marubeni Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.47% (+0.48%)

Analysis last updated: Sunday, April 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7431	4.67
$α$	0.0739	40.74
$β$	0.9926	638.30
$ν$	6	9.80

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