V-Lab: Sumco Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Sumco Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.25% (-1.41%)

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
$ω$	14.5822	4.62
$α$	0.0540	39.41
$β$	0.9959	1156.69
$ν$	7	7.39

Estimation Period:
Nov 17, 2005 to May 10, 2024