Shinkin Central Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.52% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1413 | 8.94 | |
| 0.1985 | 180.43 | |
| 0.9987 | 7,343.40 | |
| 2.5408 | 293.40 |
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Dec 22, 2000 to Feb 20, 2026
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