Trend Micro Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.02% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8059 | 4.37 | |
| 0.0742 | 46.30 | |
| 0.9922 | 536.31 | |
| 5.0301 | 13.26 |
Estimation Period:
Aug 18, 1998 to Jan 30, 2026
Aug 18, 1998 to Jan 30, 2026
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