Matsuya Co Ltd (Dept Store) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.86% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4197 | 9.51 | |
| 0.0792 | 28.39 | |
| 0.9626 | 229.90 | |
| 4.1654 | 10.43 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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