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{name} Model Equation

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Param	Value	t-stat
ωconst	3.8493	3.22***
αARCH	0.0883	6.58***
βGARCH	0.9556	66.19***
νDF	4.9795	2.15**

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8493	3.22***
α ARCH Response to squared shocks	0.0883	6.58***
β GARCH Volatility persistence	0.9556	66.19***
ν DF Student-t tail thickness	4.9795	2.15**

V-Lab

Akita Bank Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Akita Bank Ltd Analyses