SBI Holdings Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.59% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 69.8046 | 6.76 | |
| 0.0850 | 79.75 | |
| 0.9990 | 6,986.01 | |
| 5.3119 | 27.36 |
Estimation Period:
Dec 15, 2000 to Feb 13, 2026
Dec 15, 2000 to Feb 13, 2026
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