V-Lab: Osaka Gas Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Osaka Gas Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.29% (-2.90%)

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
$m$	21
$α$	0.1002	22.62
$β$	0.6413	45.77
$γ$	0.1088	10.61
$λ_{1}$	0.0106	2.61
$λ_{2}$	0.0368	5.50
$λ_{3}$	0.9598	124.19

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

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