Shikibo Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.49% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.2272 | 10.60 | |
| 0.0719 | 111.16 | |
| 0.9987 | 9,333.90 | |
| 3.4650 | 148.82 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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