Takashimaya Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.84% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4285 | 6.94 | |
| 0.0666 | 34.14 | |
| 0.9876 | 525.88 | |
| 6.1835 | 7.60 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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