Matsuya R&D Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.45% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 355.6773 | 7.82 | |
| 0.0812 | 58.69 | |
| 0.9990 | 7,744.19 | |
| 2.0586 | 3,081.72 |
Estimation Period:
Apr 6, 2020 to Feb 13, 2026
Apr 6, 2020 to Feb 13, 2026
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