Ichiyoshi Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.38% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6429 | 5.07 | |
| 0.0939 | 47.82 | |
| 0.9861 | 355.62 | |
| 3.7527 | 23.85 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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