Sumco Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.73% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9960 | 4.54 | |
| 0.0586 | 37.06 | |
| 0.9942 | 779.79 | |
| 6.2334 | 7.69 |
Estimation Period:
Nov 17, 2005 to Feb 13, 2026
Nov 17, 2005 to Feb 13, 2026
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