Isetan Mitsukoshi Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.07% (+6.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4823 | 7.62 | |
| 0.0790 | 27.99 | |
| 0.9773 | 327.53 | |
| 5.1567 | 8.30 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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