Baroque Japan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.45% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.3749 | 9.53 | |
| 0.0643 | 53.24 | |
| 0.9990 | 8,919.64 | |
| 3.2039 | 86.93 |
Estimation Period:
Nov 1, 2016 to Feb 6, 2026
Nov 1, 2016 to Feb 6, 2026
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