Ryohin Keikaku Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.77% (-17.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.6936 | 6.98 | |
| 0.1596 | 5.77 | |
| 0.5910 | 10.72 | |
| 2.6140 | 6.99 |
Estimation Period:
Sep 20, 2018 to Feb 13, 2026
Sep 20, 2018 to Feb 13, 2026
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