Renet Japan Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.64% (-10.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.6125 | 4.10 | |
| 0.1373 | 20.34 | |
| 0.9502 | 76.39 | |
| 3.2513 | 12.86 |
Estimation Period:
Dec 20, 2016 to Feb 10, 2026
Dec 20, 2016 to Feb 10, 2026
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