Sompo Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.47% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6763 | 14.74 | |
| 0.1004 | 19.10 | |
| 0.9311 | 161.85 | |
| 6.3178 | 4.39 |
Estimation Period:
Apr 1, 2010 to Feb 13, 2026
Apr 1, 2010 to Feb 13, 2026
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