Fujisash Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.96% (+7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.0185 | 3.02 | |
| 0.1060 | 70.84 | |
| 0.9916 | 365.62 | |
| 3.1424 | 41.83 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
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