V-Lab: Sekisui House Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Sekisui House Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.96% (+0.89%)

Analysis last updated: Friday, May 10, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3355	7.12
$α$	0.0714	28.46
$β$	0.9848	450.71
$ν$	7	5.34

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