JSH Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.49% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.1301 | 5.98 | |
| 0.1311 | 35.62 | |
| 0.9948 | 1,387.39 | |
| 3.2597 | 21.20 |
Estimation Period:
Mar 26, 2024 to Feb 13, 2026
Mar 26, 2024 to Feb 13, 2026
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