Japan System Techniques Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:76.88% (+14.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 128.3698 | 7.51 | |
| 0.0994 | 118.67 | |
| 0.9990 | 7,744.19 | |
| 2.6469 | 271.51 |
Estimation Period:
Nov 6, 2001 to Feb 13, 2026
Nov 6, 2001 to Feb 13, 2026
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