V-Lab: West Japan Railway Co GAS-GARCH Student T Volatility Analysis

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V-Lab

West Japan Railway Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.82% (-1.10%)

Analysis last updated: Sunday, April 28, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9315	5.60
$α$	0.0653	37.55
$β$	0.9913	629.83
$ν$	6	8.81

Estimation Period:
Oct 8, 1996 to Apr 26, 2024