Shimizu Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.43% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5985 | 6.24 | |
| 0.0846 | 115.16 | |
| 0.9971 | 2,186.55 | |
| 3.3958 | 104.69 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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