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

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V-Lab

Takashimaya Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.92% (-0.51%)

Analysis last updated: Sunday, April 28, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6223	6.53
$α$	0.0664	32.04
$β$	0.9893	590.30
$ν$	7	6.37

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