V-Lab: Mitsui E&S Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mitsui E&S Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:65.78% (+8.28%)

Analysis last updated: Friday, May 17, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3403	4.81
$α$	0.0638	41.17
$β$	0.9916	578.20
$ν$	5	10.12

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