Sotoh Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.70% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 94.1122 | 10.86 | |
| 0.0744 | 141.51 | |
| 0.9990 | 12,333.33 | |
| 2.1169 | 2,160.11 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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