Sumiken Mitsui Road Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.10% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.6660 | 8.34 | |
| 0.0871 | 132.32 | |
| 0.9966 | 2,643.46 | |
| 2.4580 | 403.15 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
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