Sumitomo Bakelite Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.32% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8724 | 7.24 | |
| 0.0577 | 38.37 | |
| 0.9893 | 624.96 | |
| 5.6522 | 9.38 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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