Mitsubishi Pencil Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.13% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7902 | 8.47 | |
| 0.0859 | 24.75 | |
| 0.9592 | 209.06 | |
| 3.7949 | 11.73 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
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