Project Holdings Inc /Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.09% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 60.0215 | 9.17 | |
| 0.0541 | 32.01 | |
| 0.9990 | 6,795.92 | |
| 3.3109 | 55.96 |
Estimation Period:
Sep 29, 2021 to Feb 13, 2026
Sep 29, 2021 to Feb 13, 2026
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