AGC Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.75% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5696 | 6.04 | |
| 0.0651 | 39.25 | |
| 0.9907 | 597.54 | |
| 6.0130 | 9.33 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
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