Tanabe Consulting Group Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.50% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.8147 | 8.01 | |
| 0.0933 | 133.34 | |
| 0.9990 | 8,325.00 | |
| 2.6426 | 367.59 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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