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Param	Value	t-stat
ωconst	10.7501	0.94
αARCH	0.0682	17.36***
βGARCH	0.9944	174.42***
νDF	3.3845	9.07***

Parameter	Value	t-statistic
ω const Unconditional variance weight	10.7501	0.94
α ARCH Response to squared shocks	0.0682	17.36***
β GARCH Volatility persistence	0.9944	174.42***
ν DF Student-t tail thickness	3.3845	9.07***

V-Lab

Matsuda Sangyo Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Matsuda Sangyo Co Ltd Analyses