Sansei Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.33% (+8.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76.6013 | 8.00 | |
| 0.1065 | 127.82 | |
| 0.9984 | 5,310.70 | |
| 2.8186 | 230.67 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
Other Sansei Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities