Sugimoto & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.83% (+5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4369 | 3.86 | |
| 0.0980 | 80.05 | |
| 0.9923 | 522.24 | |
| 2.8749 | 69.02 |
Estimation Period:
Nov 4, 1992 to Feb 13, 2026
Nov 4, 1992 to Feb 13, 2026
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