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{name} Model Equation

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Param	Value	t-stat
ωconst	16.7589	1.07
αARCH	0.0994	16.85***
βGARCH	0.9857	77.29***
νDF	2.6486	15.97***

Parameter	Value	t-statistic
ω const Unconditional variance weight	16.7589	1.07
α ARCH Response to squared shocks	0.0994	16.85***
β GARCH Volatility persistence	0.9857	77.29***
ν DF Student-t tail thickness	2.6486	15.97***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NCD Co Ltd/Shinagawa Analyses