V-Lab: TOPPAN Holdings Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

TOPPAN Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.22% (-0.91%)

Analysis last updated: Saturday, May 11, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7288	7.49
$α$	0.0638	28.09
$β$	0.9813	341.44
$ν$	6	5.72

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