V-Lab: Shinkin Central Bank GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Shinkin Central Bank GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:8.39% (-0.22%)

Analysis last updated: Sunday, May 19, 2024 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.3030	9.60
$α$	0.1813	162.63
$β$	0.9990	10193.88
$ν$	3	234.31

Estimation Period:
Dec 22, 2000 to May 17, 2024