Daiwa Tsushin Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.91% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 153.0424 | 7.60 | |
| 0.1800 | 64.99 | |
| 0.9965 | 2,285.51 | |
| 2.2902 | 300.75 |
Estimation Period:
Dec 26, 2022 to Feb 13, 2026
Dec 26, 2022 to Feb 13, 2026
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