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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4010	1.50
α ARCH Response to squared shocks	0.0636	0.87
β GARCH Volatility persistence	0.7539	9.42***
ν DF Student-t tail thickness	4.1075	0.23

V-Lab

Toyo Securities Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Toyo Securities Co Ltd Analyses