V-Lab: Mitsui OSK Lines Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mitsui OSK Lines Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.33% (-0.44%)

Analysis last updated: Sunday, April 21, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8076	7.34
$α$	0.0624	32.90
$β$	0.9877	533.34
$ν$	7	4.95

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