Mitsubishi Kakoki Kaisha Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.68% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1326 | 3.93 | |
| 0.0913 | 52.73 | |
| 0.9905 | 415.67 | |
| 4.0657 | 20.48 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
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