Kokusai Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:87.73% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.2717 | 8.11 | |
| 0.1071 | 129.56 | |
| 0.9990 | 8,394.96 | |
| 2.5845 | 368.58 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
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