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

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V-Lab

Tokyu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.94% (-1.09%)

Analysis last updated: Sunday, April 28, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1164	4.50
$α$	0.0720	40.85
$β$	0.9911	484.90
$ν$	6	9.20

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