Izutsuya Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.80% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8803 | 4.21 | |
| 0.0952 | 69.88 | |
| 0.9912 | 489.24 | |
| 3.5229 | 35.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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