Shigematsu Works Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.96% (+11.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 362.8656 | 8.29 | |
| 0.1294 | 156.47 | |
| 0.9985 | 5,705.65 | |
| 2.1551 | 1,343.59 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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