Mito Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.93% (-7.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0466 | 5.09 | |
| 0.1476 | 7.24 | |
| 0.8326 | 26.77 | |
| 3.1691 | 5.65 |
Estimation Period:
Mar 1, 2021 to Jan 30, 2026
Mar 1, 2021 to Jan 30, 2026
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