Kao Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.05% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6331 | 7.44 | |
| 0.0586 | 24.95 | |
| 0.9811 | 335.30 | |
| 5.7205 | 5.87 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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