Idemitsu Kosan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.61% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7931 | 3.82 | |
| 0.0634 | 18.68 | |
| 0.9828 | 200.85 | |
| 4.3827 | 6.44 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
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