V-Lab: Takara Holdings Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Takara Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:18.97% (+0.52%)

Analysis last updated: Sunday, May 19, 2024 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5242	5.00
$α$	0.0732	34.89
$β$	0.9883	412.84
$ν$	5	9.18

Estimation Period:
Jan 3, 1990 to May 17, 2024