Trend Micro Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.73% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8518 | 4.35 | |
| 0.0752 | 44.76 | |
| 0.9918 | 507.82 | |
| 5.0071 | 13.02 |
Estimation Period:
Aug 18, 1998 to Feb 20, 2026
Aug 18, 1998 to Feb 20, 2026
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