Ck San-Etsu Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:199.99% (-21.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 231.5483 | 4.61 | |
| 0.1547 | 33.85 | |
| 0.9292 | 61.49 | |
| 2.0158 | 1,137.56 |
Estimation Period:
Feb 9, 1999 to Feb 13, 2026
Feb 9, 1999 to Feb 13, 2026
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