V-Lab: Asahi Kasei Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Asahi Kasei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.94% (-0.93%)

Analysis last updated: Sunday, May 5, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3994	6.97
$α$	0.0632	39.79
$β$	0.9898	622.13
$ν$	7	7.28

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