Matsukiyococokara & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.48% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7910 | 3.52 | |
| 0.0442 | 49.77 | |
| 0.9944 | 631.39 | |
| 4.0792 | 14.03 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
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