Ikegami Tsushinki Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.04% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7925 | 3.98 | |
| 0.0739 | 83.14 | |
| 0.9946 | 760.99 | |
| 3.4534 | 42.88 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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