Sagami Rubber Industries Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.94% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.7796 | 2.68 | |
| 0.1159 | 67.85 | |
| 0.9867 | 200.99 | |
| 2.3121 | 114.30 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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