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Param	Value	t-stat
ωconst	24.2070	0.73
αARCH	0.1250	15.73***
βGARCH	0.9884	62.82***
νDF	2.8787	11.97***

Parameter	Value	t-statistic
ω const Unconditional variance weight	24.2070	0.73
α ARCH Response to squared shocks	0.1250	15.73***
β GARCH Volatility persistence	0.9884	62.82***
ν DF Student-t tail thickness	2.8787	11.97***

V-Lab

Yamada Consulting Group Co GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yamada Consulting Group Co Analyses