Wakita & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.20% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3700 | 5.17 | |
| 0.0901 | 34.69 | |
| 0.9780 | 231.36 | |
| 3.4574 | 18.36 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
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