Dmg Mori Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.86% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9606 | 10.85 | |
| 0.0802 | 24.61 | |
| 0.9633 | 256.96 | |
| 5.3746 | 6.74 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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