Aozora Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.10% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4567 | 4.34 | |
| 0.0810 | 57.80 | |
| 0.9934 | 684.61 | |
| 4.1480 | 22.96 |
Estimation Period:
Nov 14, 2006 to Feb 13, 2026
Nov 14, 2006 to Feb 13, 2026
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