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 Thursday, May 16th, 2024:29.31% (-0.59%)

Analysis last updated: Friday, May 17, 2024 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8127	6.67
$α$	0.0698	35.47
$β$	0.9883	514.75
$ν$	6	8.08

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