Hankyu Hanshin Reit Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.74% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2422 | 4.81 | |
| 0.1074 | 31.96 | |
| 0.9786 | 225.86 | |
| 4.0115 | 13.13 |
Estimation Period:
Nov 10, 2005 to Feb 13, 2026
Nov 10, 2005 to Feb 13, 2026
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