Takada Kiko Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.69% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.5382 | 8.22 | |
| 0.0662 | 111.72 | |
| 0.9984 | 5,978.53 | |
| 3.3171 | 125.53 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
Other Takada Kiko Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities