Japan Securities Finance Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.12% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8000 | 4.08 | |
| 0.0664 | 40.82 | |
| 0.9934 | 600.63 | |
| 5.5041 | 10.52 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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