Fujita Kanko GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.08% (-5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4762 | 3.35 | |
| 0.0829 | 48.94 | |
| 0.9897 | 323.21 | |
| 3.3561 | 25.23 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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