Japan Transcity Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.20% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2321 | 7.18 | |
| 0.0804 | 28.61 | |
| 0.9766 | 299.39 | |
| 4.4956 | 10.39 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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