Isetan Mitsukoshi Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.77% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4969 | 7.66 | |
| 0.0797 | 27.92 | |
| 0.9770 | 323.93 | |
| 5.1493 | 8.32 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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