Sumitomo Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.64% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2173 | 5.44 | |
| 0.0816 | 33.50 | |
| 0.9877 | 399.40 | |
| 6.0437 | 8.31 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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