Sankyo Co Ltd (Machinery) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.69% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3281 | 4.00 | |
| 0.0513 | 46.79 | |
| 0.9933 | 593.35 | |
| 3.8985 | 18.12 |
Estimation Period:
Dec 16, 1999 to Feb 13, 2026
Dec 16, 1999 to Feb 13, 2026
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