Micronics Japan Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.32% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9819 | 4.68 | |
| 0.0601 | 34.86 | |
| 0.9852 | 282.70 | |
| 3.8505 | 12.59 |
Estimation Period:
Apr 15, 1997 to Feb 13, 2026
Apr 15, 1997 to Feb 13, 2026
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