Computer Institute Of Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.56% (-4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4057 | 3.73 | |
| 0.1323 | 47.14 | |
| 0.9832 | 219.96 | |
| 3.4369 | 26.77 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
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