Kumagai Gumi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.42% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.0691 | 4.95 | |
| 0.0840 | 73.78 | |
| 0.9939 | 858.28 | |
| 4.1849 | 28.72 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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