V-Lab: Tokyu Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Tokyu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.18% (-0.85%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1195	4.49
$α$	0.0722	40.98
$β$	0.9912	485.63
$ν$	6	9.25

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