Mito Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.98% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8718 | 5.84 | |
| 0.0830 | 38.97 | |
| 0.9803 | 273.44 | |
| 3.5975 | 20.11 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
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