Japan Property Management GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.75% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.2903 | 8.17 | |
| 0.0993 | 85.22 | |
| 0.9978 | 4,210.25 | |
| 3.3575 | 90.98 |
Estimation Period:
Oct 21, 2011 to Feb 13, 2026
Oct 21, 2011 to Feb 13, 2026
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