Oricon Enterprises GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.72% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.4590 | 8.43 | |
| 0.0703 | 80.86 | |
| 0.9981 | 5,118.27 | |
| 3.2666 | 110.01 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
Other Oricon Enterprises Analyses
Other GAS-GARCH Student T Analyses on International Equities