Koike-Ya Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.43% (-6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 270.8277 | 7.93 | |
| 0.1104 | 132.70 | |
| 0.9984 | 5,172.85 | |
| 2.0281 | 6,036.10 |
Estimation Period:
Jun 18, 2004 to Feb 13, 2026
Jun 18, 2004 to Feb 13, 2026
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