Sumitomo Heavy Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.18% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6646 | 5.85 | |
| 0.0658 | 35.14 | |
| 0.9882 | 454.99 | |
| 5.8062 | 7.84 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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