Toho Co Ltd/Tokyo GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.84% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7782 | 8.64 | |
| 0.0901 | 27.19 | |
| 0.9708 | 287.21 | |
| 5.0901 | 8.66 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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