Tottori Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.85% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9467 | 5.10 | |
| 0.0857 | 48.39 | |
| 0.9914 | 613.48 | |
| 4.6013 | 17.54 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
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