Sakai Heavy Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.88% (+7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.0455 | 5.30 | |
| 0.1092 | 31.36 | |
| 0.9715 | 180.55 | |
| 3.6076 | 16.31 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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