Kyokuto Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.68% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9395 | 4.69 | |
| 0.0912 | 30.63 | |
| 0.9816 | 246.83 | |
| 4.4603 | 10.08 |
Estimation Period:
Apr 20, 2005 to Feb 13, 2026
Apr 20, 2005 to Feb 13, 2026
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