Sekisui House Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.93% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8505 | 16.60 | |
| 0.1812 | 17.59 | |
| 0.7936 | 67.42 | |
| 3.8903 | 9.83 |
Estimation Period:
Aug 5, 2008 to Feb 6, 2026
Aug 5, 2008 to Feb 6, 2026
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