Fujishoji Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.74% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4159 | 4.51 | |
| 0.1123 | 100.35 | |
| 0.9949 | 936.83 | |
| 3.1005 | 76.56 |
Estimation Period:
Feb 13, 2007 to Feb 13, 2026
Feb 13, 2007 to Feb 13, 2026
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