Matsui Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.13% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.7875 | 6.40 | |
| 0.0868 | 80.71 | |
| 0.9990 | 6,283.02 | |
| 5.3385 | 37.05 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
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