Cybertrust Japan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.60% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3272 | 2.75 | |
| 0.0992 | 4.44 | |
| 0.9084 | 31.95 | |
| 3.5588 | 2.56 |
Estimation Period:
May 7, 2024 to Jan 30, 2026
May 7, 2024 to Jan 30, 2026
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