Shionogi & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.21% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7654 | 7.57 | |
| 0.0817 | 26.47 | |
| 0.9786 | 339.67 | |
| 5.5395 | 7.89 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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