V-Lab: Nisshin Seifun Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Nisshin Seifun Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:23.71% (+5.19%)

Analysis last updated: Saturday, May 18, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1015	5.68
$α$	0.0734	33.15
$β$	0.9890	506.67
$ν$	6	7.76

Estimation Period:
Jan 3, 1990 to May 10, 2024