Pepper Food Service Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.24% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.9304 | 8.51 | |
| 0.0830 | 104.25 | |
| 0.9990 | 8,763.16 | |
| 2.5462 | 505.39 |
Estimation Period:
Sep 21, 2006 to Feb 13, 2026
Sep 21, 2006 to Feb 13, 2026
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