Kotobuki Spirits Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.72% (+6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81.2172 | 11.05 | |
| 0.0708 | 127.11 | |
| 0.9990 | 11,482.43 | |
| 2.3321 | 877.72 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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