Dai-Ichi Cutter Kogyo GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.79% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5539 | 4.95 | |
| 0.1115 | 20.31 | |
| 0.9365 | 71.54 | |
| 2.7434 | 18.13 |
Estimation Period:
Jun 11, 2004 to Feb 13, 2026
Jun 11, 2004 to Feb 13, 2026
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