Kamigumi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.35% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7521 | 4.45 | |
| 0.0676 | 31.05 | |
| 0.9883 | 365.90 | |
| 4.8234 | 9.32 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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