Morimatsu International Hold GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.43% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.2560 | 6.78 | |
| 0.0588 | 12.51 | |
| 0.9617 | 185.62 | |
| 5.8208 | 2.17 |
Estimation Period:
Jun 28, 2021 to Feb 13, 2026
Jun 28, 2021 to Feb 13, 2026
Other Morimatsu International Hold Analyses
Other GAS-GARCH Student T Analyses on International Equities