Maruhachi Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.73% (+5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6013 | 3.10 | |
| 0.1473 | 23.63 | |
| 0.9657 | 90.48 | |
| 3.0045 | 17.69 |
Estimation Period:
Apr 8, 2016 to Feb 13, 2026
Apr 8, 2016 to Feb 13, 2026
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