Ichiyoshi Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.95% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0638 | 5.99 | |
| 0.1192 | 8.43 | |
| 0.8852 | 53.97 | |
| 4.1763 | 3.23 |
Estimation Period:
Jan 20, 2021 to Feb 6, 2026
Jan 20, 2021 to Feb 6, 2026
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