Japan Aviation Electronics GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.31% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7992 | 6.16 | |
| 0.0603 | 25.00 | |
| 0.9828 | 332.14 | |
| 5.2459 | 6.51 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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