Mitsubishi HC Capital Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.92% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8531 | 5.20 | |
| 0.0682 | 56.86 | |
| 0.9931 | 787.55 | |
| 3.9931 | 26.77 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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