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Param	Value	t-stat
ωconst	5.3004	2.47**
αARCH	0.0786	5.09***
βGARCH	0.9606	52.85***
νDF	5.2104	1.51

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.3004	2.47**
α ARCH Response to squared shocks	0.0786	5.09***
β GARCH Volatility persistence	0.9606	52.85***
ν DF Student-t tail thickness	5.2104	1.51

V-Lab

Japan Petroleum Ex GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japan Petroleum Ex Analyses