Japan Lifeline Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.72% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.4100 | 10.92 | |
| 0.0614 | 104.85 | |
| 0.9989 | 10,976.63 | |
| 2.6843 | 304.41 |
Estimation Period:
Dec 18, 1997 to Feb 13, 2026
Dec 18, 1997 to Feb 13, 2026
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