Sumitomo Pharma Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:94.86% (+12.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2199 | 3.57 | |
| 0.0557 | 36.12 | |
| 0.9921 | 459.29 | |
| 4.4337 | 10.92 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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