Mitsubishi Research Inst GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.33% (+7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3671 | 7.38 | |
| 0.1024 | 16.26 | |
| 0.9304 | 98.94 | |
| 3.6834 | 8.18 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
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