Takashima & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.87% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.4856 | 5.89 | |
| 0.0871 | 113.50 | |
| 0.9965 | 1,825.18 | |
| 3.6148 | 72.86 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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