V-Lab: Yokogawa Electric Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Yokogawa Electric Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:38.23% (+4.77%)

Analysis last updated: Saturday, May 11, 2024 at 04:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5191	6.38
$α$	0.0624	28.26
$β$	0.9829	302.70
$ν$	6	6.48

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