Kokusai Electric Corporation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.60% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.9460 | 8.39 | |
| 0.0844 | 4.65 | |
| 0.8666 | 37.57 | |
| 6.6660 | 0.88 |
Estimation Period:
Oct 25, 2023 to Feb 13, 2026
Oct 25, 2023 to Feb 13, 2026
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