Takashimaya Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.11% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4131 | 6.96 | |
| 0.0664 | 34.27 | |
| 0.9876 | 527.01 | |
| 6.1795 | 7.61 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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