Mortgage Service Japan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.76% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9068 | 7.73 | |
| 0.0900 | 66.98 | |
| 0.9987 | 5,909.17 | |
| 3.0307 | 101.65 |
Estimation Period:
Dec 19, 2016 to Feb 10, 2026
Dec 19, 2016 to Feb 10, 2026
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