Kosei Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.30% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8562 | 4.73 | |
| 0.0903 | 50.50 | |
| 0.9888 | 413.56 | |
| 4.2234 | 18.74 |
Estimation Period:
Feb 27, 1991 to Feb 13, 2026
Feb 27, 1991 to Feb 13, 2026
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