Muromachi Chemicals Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:99.61% (-16.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 180.1913 | 7.10 | |
| 0.1230 | 58.07 | |
| 0.9990 | 7,345.59 | |
| 2.5012 | 169.67 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
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