Izumi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.87% (+4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5988 | 10.91 | |
| 0.1237 | 26.06 | |
| 0.9417 | 180.83 | |
| 4.2296 | 12.21 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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