Rokko Butter Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.76% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1186 | 3.77 | |
| 0.0966 | 113.89 | |
| 0.9940 | 645.84 | |
| 2.6540 | 112.74 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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