Macromill Embrain Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.70% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0736 | 3.37 | |
| 0.1255 | 21.01 | |
| 0.9664 | 100.65 | |
| 3.5130 | 9.40 |
Estimation Period:
Jul 1, 2020 to Feb 13, 2026
Jul 1, 2020 to Feb 13, 2026
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