Shionogi & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.20% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7573 | 7.58 | |
| 0.0815 | 26.46 | |
| 0.9786 | 340.38 | |
| 5.5438 | 7.88 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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