Japan Petroleum Ex GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.70% (+5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2373 | 9.96 | |
| 0.0807 | 19.64 | |
| 0.9572 | 191.82 | |
| 5.1955 | 5.86 |
Estimation Period:
Dec 10, 2003 to Feb 13, 2026
Dec 10, 2003 to Feb 13, 2026
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