Nanto Bank Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.60% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6194 | 10.87 | |
| 0.0964 | 34.32 | |
| 0.9591 | 241.21 | |
| 3.7220 | 19.50 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
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