V-Lab: Shiseido Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Shiseido Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.11% (+3.58%)

Analysis last updated: Saturday, May 11, 2024 at 04:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8124	4.86
$α$	0.0553	28.25
$β$	0.9878	383.60
$ν$	5	6.98

Estimation Period:
Jan 3, 1990 to May 3, 2024