V-Lab: Lock&Lock Co Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Lock&Lock Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.33% (-1.74%)

Analysis last updated: Thursday, May 9, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.4032	6.02
$α$	0.0654	57.89
$β$	0.9975	2725.46
$ν$	4	43.40

Estimation Period:
Jan 28, 2010 to May 3, 2024