J-Lease Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.84% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.7891 | 6.86 | |
| 0.0859 | 63.01 | |
| 0.9978 | 3,476.75 | |
| 3.3607 | 50.83 |
Estimation Period:
Jun 22, 2016 to Feb 13, 2026
Jun 22, 2016 to Feb 13, 2026
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