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{name} Model Equation

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Param	Value	t-stat
ωconst	400.5741	0.63
αARCH	0.0977	14.35***
βGARCH	0.9812	31.41***
νDF	2.0140	423.38***

Parameter	Value	t-statistic
ω const Unconditional variance weight	400.5741	0.63
α ARCH Response to squared shocks	0.0977	14.35***
β GARCH Volatility persistence	0.9812	31.41***
ν DF Student-t tail thickness	2.0140	423.38***

V-Lab

Daito Chemix Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daito Chemix Corp Analyses