Kikkoman Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.68% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5340 | 4.86 | |
| 0.0642 | 29.04 | |
| 0.9890 | 424.46 | |
| 5.8697 | 6.41 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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