Kasumigaseki Capital Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.26% (-5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.1113 | 3.28 | |
| 0.1371 | 14.43 | |
| 0.9286 | 42.84 | |
| 2.7902 | 12.02 |
Estimation Period:
Nov 28, 2018 to Feb 6, 2026
Nov 28, 2018 to Feb 6, 2026
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