V-Lab: Teijin Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Teijin Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:17.64% (-0.63%)

Analysis last updated: Saturday, May 11, 2024 at 05:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8164	6.68
$α$	0.0699	35.55
$β$	0.9883	516.37
$ν$	6	8.07

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