Japan Tobacco Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.19% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3508 | 6.73 | |
| 0.0819 | 5.94 | |
| 0.8556 | 37.34 | |
| 4.0614 | 2.18 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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