Shimamura Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.47% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7997 | 4.49 | |
| 0.0503 | 43.00 | |
| 0.9929 | 609.54 | |
| 4.3574 | 14.64 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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