Toyo Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.51% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3807 | 7.19 | |
| 0.0907 | 28.72 | |
| 0.9677 | 199.90 | |
| 3.8894 | 13.20 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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