Daito Trust Construction Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.47% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3427 | 6.10 | |
| 0.0568 | 81.17 | |
| 0.9973 | 2,444.25 | |
| 4.4630 | 32.29 |
Estimation Period:
Mar 24, 1992 to Feb 13, 2026
Mar 24, 1992 to Feb 13, 2026
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