AGC Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.09% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5802 | 6.06 | |
| 0.0653 | 39.14 | |
| 0.9907 | 595.70 | |
| 6.0192 | 9.31 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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