Sotetsu Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.04% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5635 | 7.06 | |
| 0.1085 | 37.18 | |
| 0.9764 | 301.27 | |
| 4.5879 | 12.78 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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