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

V-Lab

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V-Lab

Kyocera Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:17.69% (-0.62%)

Analysis last updated: Wednesday, May 15, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7471	4.97
$α$	0.0663	33.12
$β$	0.9913	537.29
$ν$	6	7.41

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