Japan Tobacco Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.32% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6458 | 4.51 | |
| 0.0809 | 80.27 | |
| 0.9968 | 1,481.11 | |
| 4.5221 | 33.70 |
Estimation Period:
Oct 27, 1994 to Feb 20, 2026
Oct 27, 1994 to Feb 20, 2026
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