Shinkin Central Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.11% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5277 | 9.32 | |
| 0.1984 | 180.24 | |
| 0.9988 | 8,537.09 | |
| 2.5361 | 297.91 |
Estimation Period:
Dec 22, 2000 to Feb 13, 2026
Dec 22, 2000 to Feb 13, 2026
Other Shinkin Central Bank Analyses
Other GAS-GARCH Student T Analyses on International Equities