Mtg Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:76.84% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.2858 | 4.71 | |
| 0.0792 | 54.49 | |
| 0.9923 | 710.34 | |
| 2.9701 | 49.45 |
Estimation Period:
Jul 10, 2018 to Feb 13, 2026
Jul 10, 2018 to Feb 13, 2026
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