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Param	Value	t-stat
ωconst	24.0059	0.72
αARCH	0.1255	15.35***
βGARCH	0.9881	61.03***
νDF	2.8819	11.70***

Parameter	Value	t-statistic
ω const Unconditional variance weight	24.0059	0.72
α ARCH Response to squared shocks	0.1255	15.35***
β GARCH Volatility persistence	0.9881	61.03***
ν DF Student-t tail thickness	2.8819	11.70***

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