Japan Exchange Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.68% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.3828 | 7.64 | |
| 0.0692 | 89.80 | |
| 0.9990 | 7,866.14 | |
| 3.5114 | 150.38 |
Estimation Period:
Apr 5, 2004 to Feb 13, 2026
Apr 5, 2004 to Feb 13, 2026
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