Sumitomo Warehouse Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.14% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8945 | 9.94 | |
| 0.0933 | 29.12 | |
| 0.9656 | 261.76 | |
| 5.0245 | 9.04 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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