Sumitomo Densetsu Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.41% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8180 | 4.24 | |
| 0.0784 | 41.22 | |
| 0.9894 | 383.50 | |
| 4.2553 | 15.77 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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