Mitsui Soko Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.99% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4138 | 4.04 | |
| 0.0711 | 32.30 | |
| 0.9892 | 357.38 | |
| 4.8305 | 9.76 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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