V-Lab: Nippon Steel Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Nippon Steel Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.87% (+0.94%)

Analysis last updated: Friday, May 10, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7488	8.50
$α$	0.0702	27.98
$β$	0.9837	452.92
$ν$	8	4.86

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