Kasumigaseki Capital Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.51% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4785 | 4.95 | |
| 0.1702 | 3.76 | |
| 0.7074 | 12.76 | |
| 4.3382 | 1.48 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
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