Japan Wool Textile Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.17% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1037 | 4.88 | |
| 0.0884 | 34.07 | |
| 0.9848 | 302.55 | |
| 4.5474 | 12.31 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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