Tachi-S Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.48% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6652 | 4.54 | |
| 0.0612 | 39.38 | |
| 0.9872 | 352.70 | |
| 3.2458 | 23.12 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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