Toho Co Ltd/Tokyo GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.80% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7824 | 8.58 | |
| 0.0900 | 27.22 | |
| 0.9709 | 286.32 | |
| 5.0782 | 8.69 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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