Sumitomo Mitsui Trust Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.36% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.5912 | 5.95 | |
| 0.0859 | 78.29 | |
| 0.9933 | 901.35 | |
| 4.1812 | 34.10 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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