Dentsu Soken Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:58.35% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7975 | 4.81 | |
| 0.0877 | 23.10 | |
| 0.9712 | 157.20 | |
| 3.7434 | 10.72 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
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