Japan Tobacco Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.98% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6481 | 4.51 | |
| 0.0809 | 80.38 | |
| 0.9968 | 1,481.12 | |
| 4.5167 | 33.79 |
Estimation Period:
Oct 27, 1994 to Feb 13, 2026
Oct 27, 1994 to Feb 13, 2026
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