Suruga Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.79% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1687 | 4.43 | |
| 0.0844 | 54.54 | |
| 0.9905 | 441.21 | |
| 3.9650 | 24.15 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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