Marumae Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.35% (-7.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3625 | 9.45 | |
| 0.1476 | 22.31 | |
| 0.8989 | 83.10 | |
| 3.4120 | 12.99 |
Estimation Period:
Dec 26, 2006 to Feb 13, 2026
Dec 26, 2006 to Feb 13, 2026
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