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

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V-Lab

Denso Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:24.90% (+0.80%)

Analysis last updated: Wednesday, May 15, 2024 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5470	6.51
$α$	0.0593	37.19
$β$	0.9918	749.65
$ν$	7	6.08

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