Gunma Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.32% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0109 | 25.29 | |
| 0.1417 | 11.50 | |
| 0.8697 | 90.43 | |
| 12.2777 | 1.47 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
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