Fujikura Composites Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.79% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1231 | 6.95 | |
| 0.1185 | 34.63 | |
| 0.9548 | 145.84 | |
| 3.1583 | 22.23 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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