V-Lab: Sapporo Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Sapporo Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:21.40% (-0.58%)

Analysis last updated: Friday, May 10, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2429	4.42
$α$	0.0703	38.95
$β$	0.9896	415.44
$ν$	5	11.00

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