Toho Co Ltd/Tokyo GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.53% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7799 | 8.62 | |
| 0.0902 | 27.19 | |
| 0.9708 | 286.70 | |
| 5.0860 | 8.67 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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