Sumitomo Osaka Cement Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.92% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5146 | 5.95 | |
| 0.0848 | 38.03 | |
| 0.9843 | 343.92 | |
| 5.1368 | 10.44 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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