Marusan Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.39% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8896 | 5.06 | |
| 0.0906 | 49.48 | |
| 0.9872 | 392.23 | |
| 4.0087 | 20.10 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
Other Marusan Securities Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities