V-Lab: Nippon Soda Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Nippon Soda Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.06% (-0.10%)

Analysis last updated: Friday, May 10, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2857	5.57
$α$	0.0656	31.42
$β$	0.9886	479.44
$ν$	6	8.44

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