Saikaya Department Store Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:194.51% (-5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 247.2131 | 3.10 | |
| 0.1057 | 126.12 | |
| 0.9914 | 363.68 | |
| 2.0454 | 1,243.42 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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