Yamagata Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.99% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9090 | 11.80 | |
| 0.0926 | 28.09 | |
| 0.9582 | 257.50 | |
| 4.7373 | 9.88 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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