Shimojima Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.54% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3416 | 6.14 | |
| 0.1133 | 32.76 | |
| 0.9626 | 162.11 | |
| 3.0149 | 25.54 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
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