Mitsubishi Steel Mfg Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.18% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6250 | 6.57 | |
| 0.0951 | 35.30 | |
| 0.9799 | 304.14 | |
| 4.9239 | 11.15 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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