V-Lab: Trend Micro Inc/Japan GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Trend Micro Inc/Japan GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.62% (+4.65%)

Analysis last updated: Saturday, May 11, 2024 at 04:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.1135	4.58
$α$	0.0751	50.06
$β$	0.9939	748.45
$ν$	6	12.85

Estimation Period:
Aug 18, 1998 to May 3, 2024