Sumitomo Densetsu Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.66% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0304 | 10.92 | |
| 0.0749 | 28.04 | |
| 0.9990 | 1,884.91 | |
| 2.4397 | 285.18 |
Estimation Period:
Dec 30, 2024 to Feb 13, 2026
Dec 30, 2024 to Feb 13, 2026
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