Marufuji Sheet Piling Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.69% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.7340 | 8.06 | |
| 0.0654 | 122.43 | |
| 0.9990 | 8,538.46 | |
| 2.9570 | 296.23 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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