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

V-Lab

| |

V-Lab

Kishin Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:12.40% (+1.65%)

Analysis last updated: Sunday, May 19, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	54.0063	6.21
$α$	0.1187	100.01
$β$	0.9990	6363.06
$ν$	3	116.17

Estimation Period:
Oct 30, 2007 to May 17, 2024