Japan Airport Terminal Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.18% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8819 | 9.05 | |
| 0.1088 | 8.91 | |
| 0.8974 | 76.26 | |
| 5.6524 | 2.53 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
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