Kyokuyo Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.76% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9592 | 6.31 | |
| 0.0986 | 114.90 | |
| 0.9977 | 2,925.67 | |
| 4.2724 | 53.34 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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