Japan M&A Solution Incorp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.40% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106.7584 | 4.71 | |
| 0.1535 | 43.55 | |
| 0.9879 | 443.01 | |
| 2.3949 | 92.22 |
Estimation Period:
Oct 24, 2023 to Feb 13, 2026
Oct 24, 2023 to Feb 13, 2026
Other Japan M&A Solution Incorp Analyses
Other GAS-GARCH Student T Analyses on International Equities