V-Lab: OKUMA Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

OKUMA Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.98% (-0.46%)

Analysis last updated: Thursday, May 9, 2024 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0632	9.29
$α$	0.0698	28.63
$β$	0.9844	525.02
$ν$	8	5.38

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