Daiwa Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.20% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.5513 | 10.22 | |
| 0.0744 | 113.40 | |
| 0.9980 | 5,769.02 | |
| 2.5200 | 392.76 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
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