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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.5557	4.11***
α ARCH Response to squared shocks	0.0914	12.76***
β GARCH Volatility persistence	0.9505	71.65***
ν DF Student-t tail thickness	3.7434	5.59***

V-Lab

Zensho Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Zensho Holdings Co Ltd Analyses