Fujiya Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.57% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2237 | 10.52 | |
| 0.0628 | 102.01 | |
| 0.9990 | 11,752.94 | |
| 4.0099 | 82.85 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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