Japan Aviation Electronics GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.81% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7022 | 12.23 | |
| 0.1121 | 4.22 | |
| 0.5967 | 27.47 | |
| 4.6048 | 1.42 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
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