Yamazaki Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:329.29% (+71.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18,532.4700 | 7.54 | |
| 0.1618 | 167.35 | |
| 0.9987 | 6,016.34 | |
| 2.0034 | 48,864.12 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
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