Kamakura Shinsho Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.84% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 67.5609 | 6.70 | |
| 0.0788 | 59.46 | |
| 0.9979 | 3,405.92 | |
| 3.6053 | 35.21 |
Estimation Period:
Dec 4, 2015 to Feb 13, 2026
Dec 4, 2015 to Feb 13, 2026
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