Japan Investment Adviser Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.09% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 88.7357 | 8.12 | |
| 0.0641 | 59.59 | |
| 0.9990 | 8,256.20 | |
| 3.4319 | 62.37 |
Estimation Period:
Sep 11, 2014 to Feb 13, 2026
Sep 11, 2014 to Feb 13, 2026
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