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

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V-Lab

Mitsubishi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.81% (-1.18%)

Analysis last updated: Thursday, May 2, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1248	5.23
$α$	0.0702	31.43
$β$	0.9906	514.59
$ν$	7	6.61

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