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

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V-Lab

Nippon Kayaku Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.92% (+0.09%)

Analysis last updated: Sunday, May 19, 2024 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8912	4.79
$α$	0.0708	35.44
$β$	0.9883	382.17
$ν$	5	9.21

Estimation Period:
Jan 3, 1990 to May 17, 2024