Mitsubishi Kakoki Kaisha Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.07% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0640 | 5.75 | |
| 0.1514 | 8.31 | |
| 0.9127 | 71.66 | |
| 5.9021 | 2.45 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
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