IBJ Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.60% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4848 | 8.93 | |
| 0.1185 | 4.81 | |
| 0.7033 | 19.84 | |
| 4.1266 | 2.08 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
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