Maruhachi Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.16% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.4052 | 8.50 | |
| 0.0868 | 116.42 | |
| 0.9990 | 8,919.64 | |
| 2.4382 | 522.21 |
Estimation Period:
Nov 23, 2004 to Feb 13, 2026
Nov 23, 2004 to Feb 13, 2026
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