Jmacs Japan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:521.05% (+105.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 297.2737 | 4.33 | |
| 0.1674 | 32.14 | |
| 0.9222 | 49.69 | |
| 2.0139 | 1,247.00 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
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