Hachijuni Nagano Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.52% (+6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9060 | 10.62 | |
| 0.1086 | 9.32 | |
| 0.8448 | 50.74 | |
| 4.4682 | 3.33 |
Estimation Period:
Jul 21, 2020 to Feb 13, 2026
Jul 21, 2020 to Feb 13, 2026
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