Japan Data Science GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:73.13% (-7.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8225 | 4.77 | |
| 0.1227 | 13.19 | |
| 0.9201 | 48.58 | |
| 3.7143 | 5.33 |
Estimation Period:
Dec 20, 2021 to Feb 13, 2026
Dec 20, 2021 to Feb 13, 2026
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