Tokyo Soir Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.31% (+7.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.8220 | 2.68 | |
| 0.0873 | 78.70 | |
| 0.9883 | 227.10 | |
| 2.1294 | 258.43 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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