Japan Logistics Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.26% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4865 | 3.87 | |
| 0.0728 | 42.11 | |
| 0.9903 | 417.13 | |
| 4.0013 | 14.79 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
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