Mitsubishi Estate Logistics GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.85% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2090 | 4.56 | |
| 0.0811 | 28.70 | |
| 0.9854 | 296.45 | |
| 4.6347 | 9.22 |
Estimation Period:
Sep 14, 2017 to Feb 6, 2026
Sep 14, 2017 to Feb 6, 2026
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