Shibaura Machine Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.73% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5638 | 6.16 | |
| 0.0801 | 25.94 | |
| 0.9740 | 210.95 | |
| 4.3114 | 9.58 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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