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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	16.9440	4.26***
α ARCH Response to squared shocks	0.0996	67.14***
β GARCH Volatility persistence	0.9856	305.13***
ν DF Student-t tail thickness	2.6409	64.16***

V-Lab

NCD Co Ltd/Shinagawa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NCD Co Ltd/Shinagawa Analyses