Sekisui House Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.36% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2322 | 8.57 | |
| 0.0742 | 32.76 | |
| 0.9825 | 464.97 | |
| 6.5397 | 6.38 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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