Mitachi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:59.45% (+5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81.6717 | 7.77 | |
| 0.1101 | 115.69 | |
| 0.9990 | 8,256.12 | |
| 2.9055 | 139.45 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
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