V-Lab: West Japan Railway Co GAS-GARCH Student T Volatility Analysis

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V-Lab

West Japan Railway Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.19% (+1.83%)

Analysis last updated: Sunday, May 19, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9309	5.52
$α$	0.0649	37.76
$β$	0.9914	621.93
$ν$	6	9.01

Estimation Period:
Oct 8, 1996 to May 17, 2024