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

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V-Lab

Tosoh Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:27.62% (-0.06%)

Analysis last updated: Saturday, May 18, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.9543	5.55
$α$	0.0593	32.73
$β$	0.9904	557.66
$ν$	6	7.09

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