Yamanashi Chuo Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.24% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2226 | 15.95 | |
| 0.0935 | 26.29 | |
| 0.9470 | 285.00 | |
| 5.3802 | 8.04 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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