Ifis Japan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.82% (+7.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 113.7518 | 6.57 | |
| 0.1117 | 130.85 | |
| 0.9990 | 6,660.00 | |
| 2.3193 | 828.61 |
Estimation Period:
Sep 21, 2005 to Feb 10, 2026
Sep 21, 2005 to Feb 10, 2026
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