Tokyu Construction Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.83% (+6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 48.4057 | 6.90 | |
| 0.0815 | 89.21 | |
| 0.9990 | 7,568.18 | |
| 3.6885 | 62.88 |
Estimation Period:
Oct 1, 2003 to Feb 13, 2026
Oct 1, 2003 to Feb 13, 2026
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