Cybertrust Japan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.32% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 167.6781 | 7.14 | |
| 0.0738 | 44.03 | |
| 0.9990 | 6,363.06 | |
| 3.0796 | 35.44 |
Estimation Period:
Apr 15, 2021 to Feb 13, 2026
Apr 15, 2021 to Feb 13, 2026
Other Cybertrust Japan Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities