Sankyo Co Ltd (Machinery) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.93% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6103 | 3.90 | |
| 0.0601 | 56.00 | |
| 0.9940 | 664.00 | |
| 4.0908 | 19.60 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
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