Maruchiyo Yamaoka Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:309.37% (-7.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 944.9939 | 9.04 | |
| 0.0718 | 115.86 | |
| 0.9990 | 9,250.00 | |
| 2.0102 | 29,562.40 |
Estimation Period:
Feb 21, 2006 to Feb 6, 2026
Feb 21, 2006 to Feb 6, 2026
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