Asahi Intelligence Service GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.84% (+7.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 43.7668 | 8.56 | |
| 0.0686 | 128.42 | |
| 0.9990 | 8,919.64 | |
| 2.1969 | 1,425.62 |
Estimation Period:
Apr 20, 1995 to Feb 13, 2026
Apr 20, 1995 to Feb 13, 2026
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