Sumco Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:60.49% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.8001 | 4.53 | |
| 0.0583 | 36.71 | |
| 0.9941 | 764.73 | |
| 6.2318 | 7.60 |
Estimation Period:
Nov 17, 2005 to Feb 20, 2026
Nov 17, 2005 to Feb 20, 2026
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