Kotobukiya Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.50% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 59.1694 | 6.26 | |
| 0.1185 | 76.81 | |
| 0.9959 | 1,784.79 | |
| 2.5118 | 173.76 |
Estimation Period:
Sep 26, 2017 to Feb 13, 2026
Sep 26, 2017 to Feb 13, 2026
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