Tokyu Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.44% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0928 | 4.35 | |
| 0.0727 | 44.03 | |
| 0.9917 | 504.70 | |
| 5.4113 | 10.29 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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