Mizuho Leasing Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.99% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2509 | 5.03 | |
| 0.0879 | 24.54 | |
| 0.9830 | 280.94 | |
| 5.2605 | 7.60 |
Estimation Period:
Oct 11, 2004 to Feb 13, 2026
Oct 11, 2004 to Feb 13, 2026
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