Tohoku Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.77% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2239 | 7.45 | |
| 0.1166 | 37.95 | |
| 0.9646 | 200.26 | |
| 3.3242 | 24.98 |
Estimation Period:
Mar 14, 1997 to Feb 13, 2026
Mar 14, 1997 to Feb 13, 2026
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