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{name} Model Equation

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Param	Value	t-stat
ωconst	40.4890	0.65
αARCH	0.1125	14.93***
βGARCH	0.9842	40.30***
νDF	2.3304	23.34***

Parameter	Value	t-statistic
ω const Unconditional variance weight	40.4890	0.65
α ARCH Response to squared shocks	0.1125	14.93***
β GARCH Volatility persistence	0.9842	40.30***
ν DF Student-t tail thickness	2.3304	23.34***

V-Lab

Onex Corp (Japan) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses