Credit Saison Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.75% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2859 | 5.12 | |
| 0.0572 | 61.97 | |
| 0.9965 | 1,489.47 | |
| 5.7826 | 15.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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