Fuji Co Ltd (Chain Store) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.19% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7244 | 8.34 | |
| 0.1145 | 37.60 | |
| 0.9679 | 238.68 | |
| 3.9121 | 19.38 |
Estimation Period:
Aug 1, 1997 to Feb 13, 2026
Aug 1, 1997 to Feb 13, 2026
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