Yamazaki Baking Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.69% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5806 | 4.78 | |
| 0.0694 | 24.12 | |
| 0.9800 | 218.25 | |
| 4.2000 | 8.87 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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