Tochigi Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.87% (+8.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6903 | 12.00 | |
| 0.1013 | 26.46 | |
| 0.9463 | 203.07 | |
| 4.3346 | 10.72 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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