Japan Material Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.33% (-6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4418 | 6.83 | |
| 0.0886 | 14.70 | |
| 0.9371 | 93.87 | |
| 3.8617 | 6.54 |
Estimation Period:
Dec 19, 2011 to Feb 13, 2026
Dec 19, 2011 to Feb 13, 2026
Other Japan Material Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities