Citizen Watch Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.07% (+7.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9453 | 4.51 | |
| 0.0703 | 35.91 | |
| 0.9899 | 407.37 | |
| 5.3961 | 9.17 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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