Shinwa Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.10% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4573 | 5.47 | |
| 0.1101 | 69.48 | |
| 0.9947 | 1,221.96 | |
| 2.9764 | 61.63 |
Estimation Period:
Mar 20, 2018 to Jan 30, 2026
Mar 20, 2018 to Jan 30, 2026
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