Japan Asia Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.78% (+7.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3103 | 4.52 | |
| 0.1219 | 34.90 | |
| 0.9728 | 163.17 | |
| 3.3340 | 20.92 |
Estimation Period:
Sep 25, 1996 to Feb 13, 2026
Sep 25, 1996 to Feb 13, 2026
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