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

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V-Lab

Tokuyama Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.87% (-0.76%)

Analysis last updated: Friday, May 17, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8394	6.30
$α$	0.0711	31.50
$β$	0.9849	383.97
$ν$	6	7.82

Estimation Period:
Jan 4, 1990 to May 10, 2024