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

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V-Lab

JTEKT Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.05% (-0.91%)

Analysis last updated: Friday, May 17, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8716	8.84
$α$	0.0665	34.78
$β$	0.9875	593.47
$ν$	8	5.06

Estimation Period:
Jan 3, 1990 to May 10, 2024