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Param	Value	t-stat
ωconst	10.6963	0.93
αARCH	0.0684	17.20***
βGARCH	0.9943	170.02***
νDF	3.3719	9.01***

Parameter	Value	t-statistic
ω const Unconditional variance weight	10.6963	0.93
α ARCH Response to squared shocks	0.0684	17.20***
β GARCH Volatility persistence	0.9943	170.02***
ν DF Student-t tail thickness	3.3719	9.01***

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