Daiwa Securities Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.45% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0318 | 6.31 | |
| 0.0684 | 47.86 | |
| 0.9932 | 854.70 | |
| 7.1452 | 8.69 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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