Yamada Servicer Synthetic Office GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:221.08% (-24.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,934.3570 | 8.17 | |
| 0.0887 | 137.55 | |
| 0.9990 | 8,256.20 | |
| 2.0070 | 48,950.24 |
Estimation Period:
Mar 25, 2002 to Feb 13, 2026
Mar 25, 2002 to Feb 13, 2026
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