Japan Creative Platform Grp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.63% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 93.0230 | 9.12 | |
| 0.0921 | 126.11 | |
| 0.9990 | 9,514.22 | |
| 2.3911 | 548.80 |
Estimation Period:
Oct 14, 1998 to Feb 13, 2026
Oct 14, 1998 to Feb 13, 2026
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