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

V-Lab

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V-Lab

Uni-Chem Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:30.24% (-2.03%)

Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	37.8801	4.17
$α$	0.1041	81.64
$β$	0.9936	665.06
$ν$	4	40.33

Estimation Period:
Jan 3, 1990 to May 3, 2024