V-Lab: Mitsui OSK Lines Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Mitsui OSK Lines Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:36.50% (+0.46%)

Analysis last updated: Thursday, May 9, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8292	7.37
$α$	0.0626	32.75
$β$	0.9876	528.11
$ν$	7	4.95

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