Shionogi & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.68% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7577 | 7.58 | |
| 0.0816 | 26.44 | |
| 0.9785 | 339.30 | |
| 5.5377 | 7.89 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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