Inabata & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.44% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0176 | 4.29 | |
| 0.0632 | 37.66 | |
| 0.9902 | 441.06 | |
| 4.3469 | 12.18 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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