Japan Systembank Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:105.00% (+13.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 95.0918 | 3.26 | |
| 0.1736 | 9.43 | |
| 0.8055 | 14.97 | |
| 2.0068 | 677.27 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
Other Japan Systembank Corp Analyses
Other GAS-GARCH Student T Analyses on International Equities