Sigma Koki Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.32% (+6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.1850 | 7.63 | |
| 0.1116 | 133.85 | |
| 0.9985 | 5,227.60 | |
| 2.8908 | 201.14 |
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Nov 29, 1996 to Feb 13, 2026
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