MSCI Japan Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.42% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7383 | 10.96 | |
| 0.0780 | 38.70 | |
| 0.9817 | 561.62 | |
| 6.5707 | 7.76 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
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